Arteta wants an improvement after the side's disappointing showing in Europe.
Arteta is quoted by Sky Sports, saying: “We have to react. We have another game soon at Aston Villa. That is the best thing, another game to try to react and improve."
It will not be an easy game for Arsenal given that Villa have made an excellent start to the season, taking 10 points from their opening four games - and are no strangers to taking points off the sides challenging towards the top end of the Premier League.
Arteta spoke about what wrong in Dortmund, saying: “If you make the mistakes that we did, against top sides, we know there is no chance to win the Champions League.
“We encouraged them to do that by giving the ball away so many times in very difficult positions. They exploit the spaces very well and put us under pressure."
Similar carelessness in possession could also prove costly against Villa. They have been well drilled defensively so far this season and are quick on the counter-attack. If they get a chance against Arsenal they could punish them. It will be extremely difficult for Arsenal should they fall behind to Villa.
Arsene Wenger's side could do with a win in the Premier League. Despite remaining unbeaten, they have only picked up the one win from their opening four games so far.