Until his 97th minute effort Maja's second-half penalty had looked likely to give the Cottagers a hugely valuable three points in their battle against relegation.
Maja said, "It is a bitter loss, we gave our all to get the win and in the last minute they score a contentious goal - we have to take the positives and go again."
On his penalty, he added: "I practice those in training and was fully confident going in. With the result it is bittersweet, we have to prepare with confidence and courage and hope we can get some better results.
"We all gave our all to hold out Arsenal, we did that for 90+ minutes, it was something we worked on in training, to be solid and stop them scoring - we look at the positives and go again.
"We have to stay focused and confident and remember the good things we do in a game. We're always believing."