The Gunners are out of the competition after finishing 33rd out of 36 teams in the group phase.
Asked if he was disappointed with the results, Arsenal academy manager Mertesacker said: “Yes, but there is a context behind it.
“We like that competition, that’s the first thing, because it gives us that extra element of what competition looks like in Europe.
“These players in Europe are right on it, for the moments that matter in the games. Set pieces, duels, transitions – they are on us.
“So it’s great for the players to experience that. Talented players exist everywhere so you have to compete with them.
“We mash together the under-19s from our under-18s and under-21s, whereas in Europe they are more used to playing with each other in that age group.
“We don’t train together as an under-19s team. So that’s the context but it’s our challenge and we are trying to improve on that because it’s an amazing competition to play in.”