The Gunners scored with their first real chance and held on for a vital 1-0 win in Group F, and the Polish striker said that there is no further room for error if they are to reach the last 16.
"We should never have lost this game, but it's too late for that now," UEFA.com quotes Lewandowski as saying. "We had plenty of time to put it right, but now we're left with two games and six points needed to win.
"Sometimes football is like that. We had three or four good chances but didn't score. They had just the one and scored. In the end, all that counts is the result. We have to beat Napoli now."
The result has left Dortmund three points behind both Napoli and Arsenal in the group.