Laurent Koscielny has pleaded for Arsenal to 'stay united' after the north Londoners suffered their fourth consecutive defeat across all competitions on Sunday.
A goal from Pierre-Emerick Aubameyang against Brighton - just his second since joining Arsenal - proved to be worthless as first half strikes from Lewis Dunk and Glenn Murray were enough to get the Seagulls over the line.
The result at the AMEX, which followed defeats to Östersunds FK and Manchester City, has seen the pressure on Arsenal grow and Koscielny admitted the whole team are lacking confidence in their own ability.
"We know we are in a bad situation, a bad period," Koscielny said, as quoted by the Guardian. "We tried but nothing is with us. We tried to fight and play football but you could see the confidence is very down.
"The confidence will be back slowly. We know we need to win to have a little bit more confidence in us. We lost a little bit of our quality but we need to stay united.
"I think it has been difficult for everyone, maybe the first time for all of them," he added. "We are not confident in our quality individually and collectively."
Arsenal now face the daunting task of taking on a rejuvenated Milan side at San Siro as they look to continue their run in the Europa League.
Milan, currently under the guidance of former Rossoneri midfielder Gennaro Gattuso, are unbeaten in 12 games across all competitions.
However, the club haven't played a game since February after the tragic death of Davide Astori resulted in their scheduled Derby della Madonnina to be postponed - along with the rest of Sunday's Serie A fixtures.