The Spaniard admitted that facing the German opposition was a really tough match for the North Londoners.
"It was a really tough game and there wasn't a big difference between the sides," said Arteta.
"We conceded a sloppy goal because you can't leave Huntelaar alone in the penalty area. It makes it very tough for us because we have to go to Germany and get the points.
"We have to put this night behind us and bounce back after two defeats."
Arsenal host Queens Park Rangers in the Premier League on Saturday.