Atalanta are now in 18th place in the table, while Arsenal are in 16th place.
In the opening fixture at Gewiss Stadium, the clash unfolded as a goalless affair, with both Atalanta and Arsenal failing to find the back of the net. The showdown concluded in a 0-0 draw, as neither side could break the deadlock.
'But after that, we gave a lot of balls away, and we could not get any rhythm, momentum, or sequences that would have allowed us to play in the areas that we wanted,' Arteta said after the game.
'Without conceding anything apart from the penalty, when we needed one of the best saves I have seen in my career. He was unbelievable again today,' he added after seeing David Raya produce a double-save following Mateo Retegui's penalty.
Atalanta play Shakhtar Donetsk on 2 October, Celtic on 23 October and VfB Stuttgart (away) on 6 November. Arsenal's next opponents are Paris Saint Germain on 1 October, Shakhtar Donetsk on 22 October and Inter (away) on 6 November.
Atalanta play Shakhtar Donetsk on 2 October, Celtic on 23 October and VfB Stuttgart (away) on 6 November. Arsenal's next opponents are Paris Saint Germain on 1 October, Shakhtar Donetsk on 22 October and Inter (away) on 6 November.