Arteta lauded his team’s personality for getting a positive result in the first leg but has urged his men to stop making errors that gifted Olympiacos a second half goal.
Real Madrid loanee Martin Odegaard put Arteta’s side ahead after 34 minutes into the game but Olympiacos pulled parity through Morocco international Youssef El-Arabi on the 58th minute mark.
Gabriel Magalhaes restored Arsenal’s lead on 79 minutes before Mohamed Elneny added the third during the dying embers to put the English side in the driving seat of the tie.
"We started the game really well, really dominant and creating a lot of chances,” Arteta told BT Sport after the game.
"We gave them a goal trying to play out from the back but then we reacted well to score two more goals. Overall a really positive result but we have to stop making the errors that are costing goals because we cannot sustain that.
"It isn't about concentration it is about when you play the ball. It is not about stopping the way we play because this is us.
"We were really solid, really dominant. We showed a lot of personality to come here and dominate like we did. The next thing is to do that for 90 minutes and give nothing to the opponent.
"This is half time and anything can happen. Full focus and we start 0-0 again in the second leg and try to win the game.