The Gunners claimed a 2-0 victory over Newcastle United on Saturday.
But Arteta was concerned his players lost concentration after establishing a lead.
He told Arsenal Media after the game: "Yeah, after the 2-0 we know we have to go to a different level as a team. We gave too many sloppy balls away and weren't organised in the press and we allowed them to run a few times and it created a different feeling.
"That's the moment that we have to give even more, and go for the third or the fourth and make another step forward."
"We had moments in the first half when we took the game where we wanted, but without really hurting them enough, and not playing with enough urgency and probably quality as well."
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