Jarrod Bowen struck for the Hammers as they won 1-0 on Saturday, with the Gunners seeing Myles Lewis-Skelly sent off.
“We’re really disappointed,” said Odegaard post-match. “It felt like we had a good chance today but the overall performance wasn’t good enough and that’s a big blow for everyone.
“We tried even with 10 men, we put a lot of pressure on them, but I think we lacked a bit of efficiency in the final third, the final pass, the final cross and we should have been sharper and better around the box.
“I think that’s what we missed today and also, we let them run a bit too easily a few times, so it’s a big blow and disappointing. We move on and we have to strike back in the next one straight away.
“It’s no time to feel sorry for ourselves, we have to keep going. There are still many games to be played, and we have to keep going. The main thing now is to win the next one and work from there."