Sir Bobby Robson insisted there was no need for panic after United's 3-2 defeat at Highbury on Friday evening.
Lauren Robert and Olivier Bernard cancelled out strikes from Thierry Henry and Gilberto in an entertaining clash before Henry's penalty ten minutes from time ensures that United go into October still without a league win.
"It's unbelievable isn't it" said Sir Bobby after the game.
Watch post match interviews with Alan Shearer and Olivier Bernard on Newcastle World TV this Monday
"That was a match where the top team was playing a team near the bottom, but I felt we matched them and were desperately unlucky not to get something from the game.
"We have worked hard and stuck at it and we have shown good fighting qualities by getting back into the match on two occasions after falling behind.
"We are concerned by the start we have had this season. We havn't won a game in the Premiership and we need to get points. But I have said before it is not a matter for panic.
"With a team like ours, we shouldn't be in trouble. We now have just over a week to prepare for the game with Southampton and I think there were plenty of positives to take from the game with Arsenal so we look forward to it."