Speaking to TalkSPORT in the mixed zone after the game, Xhaka said: "I don't care what the people speak about us on social media, about the players.
"We know which qualities we have, we know how it is, and this is important for us, not about social media and what they write and what they speak.
"A lot of people, they speak too much.
"It's not only about the fans, it's about us as well.
"We are of course disappointed. If you lose a final you cannot be happy.
"All the Arsenal fans, the players, the club, everyone."
He added: "We didn't come in the top four in the Premier League. We had a second chance today. If you don't take the chance, you're in the Europa League.
"I think we played very well the first half. We had a good chance in the first half.
"They scored early in the second half, then after we opened the game too fast I think.
"With 45 minutes you have a chance to come back but after one then two nil it's game over."