Willock is confident the team will be successful under Arteta long-term.
He told arsenal.com: "He's installed energy, he's installed being there for each other and different tactics. I thought we did it in the first half and the first 15 minutes of the second half but we pushed back and they got on top of us so it's really disappointing.
"We all believe in him, we all listen and we all try to put the tactics he does in training on to the pitch. It's evident we tried to do it in the first half, but it's a long journey, we've only had a week with him and we're all looking forward to working with him."
On the defeat, Willock added: "We're really disappointed because I think we played very well in the first half, and 20 minutes in the second half we played really well as well, but we pushed back and they got on top."