The Gunners had the lead through Ethan Nwaneri before Joao Pedro won and converted a penalty after a disputed foul by William Saliba.
Hurzeler said, "I repeated myself the last two, three four weeks when I said that we should have won this game or that game, and again today, that is what frustrates us.
"We are not able to play consistently, to press consistently, we cannot go for 90 minutes with the intensity that we showed in the second half.
"We are not clear enough with goalscoring chances. We have to work hard on ourselves and look in the mirror and see that we are responsible for the result.
"Arsenal did not create that many goalscoring chances. The only shot on goal was their goal, therefore we also see the positives. But we have to work on consistency.
On the penalty decision, he said: "Clear penalty."
On Joao Pedro, Hurzeler continued: "He had a tough period but we know his quality. He is one of our leaders, he is in the leadership group. He was our captain today when Lewis (Dunk) was injured and he showed his quality.
"He got the goal but more importantly his performance was about how he led this young team. He was a role model, his work against the ball, counter pressing and sprinting back.
"We want to be fitter and sharper, so we have to be physically and mentally on a different level and we need to work hard to get there. We as staff have to be ready to push the players so they are as ready as they can be. "