The Gunners have fallen to defeats at the hands of the past two champions in their opening two games under new boss Unai Emery, losing 2-0 to Manchester City on the opening weekend before going down 3-2 at the hands of Chelsea on Saturday.
However, Mkhitaryan believes that his side are on the right track under Emery, insisting that it will take time for them to fully get to grips with the new manager's philosophy.
"Everyone has their own opinion. We know very well what we are playing for and how we have to play. If we are just going to kick the ball up front and wait for God to give us a chance to score, it's not necessary. The only thing we have to do is to work hard, believe in ourselves and use the chances we create to score goals," the Armenian told Sky Sports News.
"It was a pleasure to score and assist in a game against Chelsea. We're not happy with the result but we know where we're going, what we're doing, what the coach is demanding from us and we're trying to do that.
"We can say we had a hard schedule having played Manchester City and Chelsea, but we had to face them now or later so it doesn't matter. We did our best, in one case we can say we were unlucky a bit, but that is football, it can happen. The most important thing is to stay positive, believe in ourselves and to keep working the same way and the result will come.
"We are creating chances. Maybe we are not as good to score at the moment but I think it's just the first few games. We are going to try and realise them for the next games, maybe it can work, maybe it won't, but we are going to try and we want to win, that is the main thing."
Emery is the first Arsenal boss to lose his first two games in charge since Steve Burtenshaw in 1986.