Middlesbrough boss Aitor Karanka says his squad were "the opposite of lacking confidence" in their FA Cup fifth round
The Championship side beat Manchester City in round four, but lost via an Olivier Giroud brace at the Emirates.
In the League Cup this term, Liverpool needed penalties to knock Boro out.
"The players thought it was going to be like those games - it just showed there is miles and miles between Arsenal and Middlesbrough right now," said Karanka.
"I think the players were the opposite of lacking confidence.
"Against Liverpool and Man City we did well, so we thought it would be the same.
"But we had a bad day, and need to learn."
The Gunners first goal came after some neat build-up, but their second saw France striker Giroud volleyed home unmarked at a corner.
Having been dominated in the first half, the Teessiders made the second period more of contest, although struggled to carve out clear-cut openings.
They now return to Championship action, where they have won their last five games and sit second in the table.
"I couldn't imagine us to make mistakes in the way we did," Karanka told BBC Tees.
"It's difficult enough to beat Arsenal when you play to your best but we didn't have our normal intensity and were disorganised.
"The second half was better and it really looked like a game of 11 against 11."