The Gunners had the lead through Ethan Nwaneri before Joao Pedro won and converted a penalty after a disputed foul by William Saliba.
Afterwards, Arteta said: "Well first of all on the game, a really tough place to come, I think we started the game well, first half scored a great goal. We didn’t really concede anything but in the second half we drop our standard level with the ball giving too many balls away, that never allowed us really to generate momentum and dominance in the game to control and go for the second goal.
"That really hurt in the transition moment with (Yankuba) Minteh, that comes a very disappointing decision.
"I’ve never seen a decision like this in my career, I asked the boys if they have, and no one has seen this before. When you look at the incident, the player, Joao touching the ball then Saliba touching the ball, you can see contact there?
"It’s disappointing because its not how much we want it, the effort we put in today was more about probably, the freshness and the quality we have to deliver in that second half to dominate the game much better, but I understand that as well to be fair."