Steve Bould, the Arsenal assistant manager, sympathised with disgruntled fans after his side's 2-0 Champions League defeat by Schalke at the Emirates Stadium.
Klaas Jan Huntelaar and Ibrahim Afellay capitalised on slack defending to score in the final 15 minutes in the Gunners' first home defeat in the group stage for nine year
"We've lost at home and of course they're frustrated. We are as well," Bould said.
"We don't like losing football games, but we have to pick ourselves up and start again.
"It's a tough competition and Schalke are a good side who beat Dortmund at the weekend
"We looked jaded - I don't why that is. Since coming off the international break we haven't performed.
Arsenal were restricted to just one shot at goal in the entire match and had to wait until stoppage time for that, with substitute Serge Gnabry producing a late attempt.
"We normally create chances and now we're not, so we need to correct that.
"Their first goal was a poor goal - a great finish, but it wasn't great for us.
"Scoring first will be a major plus for us. We've gone behind in the last five games. To keep coming back is tough. An early first goal would really help."
Schalke's win shattered Arsenal's 100 per cent start in Group B and threw qualification wide open as Greek side Olympiacos claimed their first points by coming from behind to beat Montpellier 2-1 in France.
Gaetan Charbonnier gave Montpellier a 49th-minute lead before Vassilas Torosidis struck a 73rd-minute equaliser and substitute Kostas Mitroglou poked home a dramatic injury-time winner on the counter-attack.
After defeat to Ajax, Manchester City's night got worse with news of Borussia Dortmund's surprise 2-1 win over Real Madrid in Germany.
The result takes Dortmund to the top of the group ahead of Jose Mourinho's men, while City sit bottom with just a point from their first three games.
Robert Lewandowski netted a 36th-minute opener for the Germans and, although Cristiano Ronaldo cancelled it out within two minutes, Marcel Schmelzer hit the home side's winner in the 64th minute.
On a night of surprises, Malaga extended their lead at the top of Group C to three points as they beat AC Milan 1-0, Joaquin grabbing the only goal of the game in the 64th minute from a through-ball by Manuel Iturra.
Also in Group C, Zenit St Petersburg emerged as serious contenders with a 1-0 win over Anderlecht in Russia. Alexander Kerzhakov netted a 72nd-minute winner from the penalty spot after Milan Jovanovic fouled Alexander Anyukov in the box.
In Group A, Porto maintained their 100 per cent record with a 3-2 win over Dynamo Kiev in Portugal.
The visitors twice struck back from behind with Oleg Gusev and Ideye Brown cancelling out strikes from Silvestre Varela and Jackson Martinez respectively, before Martinez's second won the game 12 minutes from time.
Also in Group A, Paris St Germain moved clear in second place with a 2-0 win over Dinamo Zagreb in Croatia. Zlatan Ibrahimovic opened the scoring on 32 minutes and Jeremy Menez made it two before half-time.