The Toon won 1-0 today thanks to Alexander Isak's early strike.
Arteta said, "We deserved to lose today. I thought we started really well and were really dominant. We didn't defend the box well enough. Credit to them. They scored a great goal with a good ball.
"Then the game changes and you start to play a different game. You have to adapt and we didn't do that well enough. I am very frustrated.
"We got dragged into a game they are looking for constantly and we couldn't play the game that we wanted.
"We had two big chances - Mikel had a big one, Declan had a big one. We lacked answers."
On reacting to the defeat, he added: "We can say whatever we want. We will struggle to find the words today. We have to show it on the pitch on Wednesday night.
"You have to be at your best every time to give yourself a chance to win".