The Gunners thumped Real Madrid 3-0 in the first-leg of their Champions League quarterfinal.
Vazquez said, "We didn't play well. Arsenal performed brilliantly, created a lot of chances and pressed very well and we just didn't manage to find our game. We had the odd move in the opposition half but we weren't able to keep possession for long periods and peg them back in their half. That's what made the difference.
“We didn't take things up a gear after the break, we weren't able to get into the flow of the game or keep the ball very well. It wasn't a good night for us."
On the return-leg, the wing-back also said: “It's difficult, but if there's any team in the world that can turn this situation around, it's us in front of our home fans at our ground. We'll see a different game on Wednesday and if we all stick together, we'll come through it.
“We're not used to losing two games on the bounce (also against Valencia). All we can do is keep working hard, believe in ourselves more than ever, and this team deserves to have everyone's trust. We'll give it everything we've got to turn the tie around."