Gennaro Gattuso said AC Milan "never played like a team" as his side suffered a surprise 2-0 defeat to an inspired Arsenal on Thursday.
The Gunners used first-half goals from Henrikh Mkhitaryan and Aaron Ramsey to cruise to a comfortable victory in the two sides' Europa League round-of-16 first-leg tie at the San Siro.
The Rossoneri came into the match having gone unbeaten over their previous 13 matches but were clearly second-best against the Premier League strugglers.
And Gattuso told reporters after the loss: "We knew this was going to be a very difficult match.
"Arsenal were coming off a tough moment, but have enormous quality at their disposal, while we made too many mistakes. We never played like a united team and Arsenal deserved the victory.
"We could've done more, but we didn't play as a team, so every time they attacked, it was a danger. Playing at this level is new to many of these lads, so we look forward without losing confidence. It was an off day and Arsenal deserved it. We'll learn from this.
"Our minds now go to Genoa, then after that we'll start to prepare for the second leg in London. You can never say never in football, so we'll go there and give it our best. We are certainly not going to the Emirates on a day trip.
"We are Milan and have a jersey to respect. We could've scored tonight, it's not over yet, but it's difficult. We'll give it our best shot.
"I expected Wenger to approach the game this way and it was our mistake giving Arsenal too much space. We allowed them to burst through our lines too easily and were always a man short.
"This result owes a lot to Arsenal and a lot to our own errors."
Gattuso discussed the confidence in his squad as they prepare to try and turn things around in London.
"To play in Europe is different to playing in Italy," he said. "We should not lose our confidence, we should go forward. Never say never."