The Tigers boss believes that Nicklas Bendtner's second-minute strike was his team's downfall in the Premier League contest.
"The one thing you want when you come to the Emirates is to start well and they have scored a wonderful goal, we've been done on a one-two in a wide area, but it's wonderful," BBC Sport quotes him as saying.
"Arsenal are confident enough and then when they go 1-0 up early on it becomes a difficult evening for us. I was delighted to get back into the game but lo and behold we did the same thing in the second half but late on we rolled our sleeves up otherwise it could have been embarrassing."
The result leaves Hull in 12th place in the table, while Arsenal remain top with a four-point lead over second-placed Chelsea.