Arsenal go straight into another cup competition – they play at Portsmouth in the fifth round of the FA Cup on Monday
Arsenal manager Mikel Arteta said his players were still feeling “very down” two days after being knocked out of the Europa League.
Greek side Olympiakos scored late in extra time to seal a 2-1 win at the Emirates and go through on away goals.
Arteta is attempting to lift his squad before Monday’s FA Cup fifth-round tie at Portsmouth (kick off 19:45).
“We trained today, we were all very down, frustrated and disappointed,” he said.
“The first message to them was that I am right behind them, I said ‘thank you for the attitude’ – they tried, tried and tried again and deserved to win.
“We can fall and we can have disappointments but it is how we react individually and collectively.”
Pierre-Emerick Aubameyang scored what looked to be a decisive goal with a scissor kick in the 113th minute before Youssef El Arabi’s strike a minute from time sent the visitors through.
The Gabon striker, who missed an excellent chance to win it at the death, summed up the mood in the Gunners camp when he spoke to the media after Thursday night’s shock, saying: “I feel very, very bad.”
Arteta praised the maturity shown by his leading goalscorer, saying: “He was gutted. He scored a wonder goal that put us through and the last kick of the game he had the best chance.
“He felt very responsible. We’ll try to be right behind him, he’s been phenomenal all season.
“His reaction – to face the media and everything – was very mature from him.”