The Gunners have conceded 14 goals in their last four matches, including three on Saturday when they drew 3-3 with Fulham at the Emirates in the Premier League.
"We have conceded a lot of goals," he told Arsenal's official website. "If we always concede two or three goals it will be difficult to win, so we have to improve.
"But it is not only [about] the defenders, it is the whole team."
Arsenal are currently eighth in the Premier League table with 16 points from 11 matches.