Arshavin admitted his team must improve drastically as they face Champions League rivals Partizan Belgrade.
He said: "We will need to use our opportunity next weekend when we play against Chelsea. But first we must concentrate on the Champions League match in Belgrade.
"We have started well in that tournament and need to reinforce our position in the group.
"Only after the game with Partizan will there be time to start preparations for Chelsea. First of all, we did not play well on Saturday.
"But secondly, this kind of football does not suit us. We lost the ball a lot and too many things went wrong for us.
"On the contrary, West Brom had everything coming their way and they managed to capitalise on our mistakes.
"It was just not our day - that explains the final score."