The Gunners were stung by the Bees at the Brentford Community Stadium and Arteta has admitted his men did not deserve anything from the game.
Many predicted doom when Arsenal traveled to face the West Londoners, who have not tasted top flight football for 74 years and the visitors could not prove their doubters wrong.
Sergi Canos got Thomas Frank’s side’s first goal of the Premier League season on 22 minutes before Christian Nordgaard sealed the victory on the 73rd minute mark.
Speaking to the media after the game, a ‘disappointed’ Arteta admitted that his men did not do enough to pose a threat to the hosts.
"I’m disappointed. We started the season against a good opponent. I don’t think we deserved anything different. They scored from a long throw-in and we didn’t have enough presence in the box,” the Spaniard told BBC Sport.
Arteta was asked if he thought Brentford's second goal should have been disallowed for a foul on Bernd Leno? "It’s allowed in the Premier League. He cannot move. I can’t change it now,” he added.
"The first goal gave them some hope. We wanted to play better in the second half but we need many more shots on target, then we conceded on a set-piece.
"A lot of young boys were doing everything they can. For some of them it was the first experience in the league – that says a lot."