The midfielder has complained about his treatment in recent games.
Arteta said: "Well the best players and the talented players are always going to be closely looked at and they are going to close the space and they are going to be tight on them.
"Bukayo has to recognise that is going to be the case. Referees have to recognise that as well, early in the game, and then try to protect them.
"He's a great kid, and he has a really clear idea of what he needs to expect. The better he does the more difficult they are going to try and make it for him, that's for sure."