The Gunners followed a 2-0 opening day loss to newly promoted Brentford with a similar defeat to European champions Chelsea at the Emirates Stadium on Sunday.
Mikel Arteta’s side have come under severe criticism for the toothless displays in their two opening Premier League games but Xhaka feels the season is too young to start judging Arsenal.
“A lot of people try to speak and to kill a little bit the players and the team but the strongest thing to do at the moment is to be together, and only together will we be stronger and give the results on the pitch after,” the Switzerland captain told Arsenal’s official website.
"We want to achieve something big, of course. After two games a lot of people are speaking about this team and about this club but I will say no season finishes after two or three games. We still have games still in front of us, we know we have to improve a lot of things and I'm sure we will do that.
“I don't think the season is over after two games. We know we lost the two games and we are very disappointed, but we have still many, many, many games to go.
“A season never ends after two, three or four games. We know we have to do better things, but this will come soon, and as I say, we have to believe in each other so we can come out from this."
Arsenal will travel to Manchester City in their Premier League game on Saturday.