While manager Arsene Wenger has come under criticism following the defeat, Campbell believes that the players need to show more determination out on the pitch.
"Too many times now Arsenal have gone away from home and not performed," he told Sky Sports News.
"It's not rocket science now. There's just a lack of toughness, there's a lack of belief in the squad and it shows on the pitch.
"The manager doesn't set the players up to lose. You have to look at the players."
Arsenal return to action on Saturday when they face holders Wigan Athletic in the FA Cup semi-finals.