Pierre-Emerick Aubameyang said Arsenal must ask questions of themselves after a 2-2 draw with Southampton left them without a win in five Premier League matches.
Alexandre Lacazette twice dragged his side back on terms against a team beaten 9-0 by Leicester City at the end of October, levelling after Danny Ings and James Ward-Prowse put the visitors ahead.
The second of Lacazette's goals - his fourth of the season in the Premier League - came deep in second-half stoppage-time and was met with muted celebrations around a disgruntled Emirates Stadium.
Indeed the Gunners left the field to boos and when Aubameyang was asked whether they were deserved, the Gunners' captain told the club's official website: "I don't know.
"When we are playing, we are the first to be disappointed when it doesn't work. We will try to keep fighting. I think we have the quality to come back and we have to fight.
"I think everybody has to try to ask themselves what they can change, what they can give more of. Everybody has to do this, me first. I will try to work hard and to get back to winning ways."
Aubameyang captained Arsenal for the first time against Southampton but his performance was very much overshadowed by that of Lacazette on a day when few Gunners players were anywhere near their best.
With a Europa League clash against Eintracht Frankfurt next up for Unai Emery's side, Aubameyang promised graft from the squad as they aim to pick up a first win in seven attempts.
Asked what has gone wrong at Arsenal, Aubameyang replied: "I don't know exactly. The only thing I can say is that we as a team, as players, will try to continue our work.
"We have to find a solution together. I think we have to stay strong. We are men and we have to carry on our hard work.
"We have a game on Thursday and we will start from this game to try to turn things around. In this case, it's really not easy for everybody but we are men and we have to carry on to try to sort it out. We are a group and we can find a solution internally. That's what we are going to do.
"Everybody is disappointed today, the fans and the players. It didn't work today. It's not a good result for us. Obviously we're playing at home and we have to win games at home. We have to keep fighting and keep trying to sort it out."