Arteta claims the Arsenal forward is “suffering" after the latest bout of negativity regarding his attitude.
The former Lille striker has been a lightning rod for criticism ever since his £72million move from the French club last summer.
The Arsenal boss opted to drop Pepe to the bench for their Carabao Cup quarter final against Man City, but in the build-up he offered his support to the much maligned forward.
“I would always defend my players," Arteta said in reply to criticism of Pepe from Shearer.
“Whatever I have to discuss with him, it will be internally. Pepe wants to do his best and help as much as he possibly can.
“This is what I am interested in. It is my job and if he doesn't, it is my fault.
“He is trying his best. We all know Nico and sometimes his body language makes him feel bad.
“He is hurting, he is suffering – believe me, I am close to him – and he is trying his best. 'He feels the responsibility because be knows why the club brought him here and he wants to deliver that."