David Kerslake, in his last role for Cardiff City, nearly took a point off Arsenal at The Emirates.
With Ole Gunnar Solskjaer watching from the stands Kerslake's short period as caretaker manager ended in defeat.
"It's hugely disappointing," he said. "The players have given their all and I thought they had done enough to get a draw.
"We knew we would be good enough to soak the pressure, not a lot of teams can do that."
"We knew coming here, they have got wonderful talented players and that we would be put under the kosh, but you saw the discipline of the side, the way they defended for each other I thought we were going to hang on."
Solskjaer is set to take over on Thursday and Kerlsake and Joe McBride are expected to leave their posts as the new manager brings his own staff in.
Arsenal boss Arsene Wenger was happy to finally break Cardiff down and get a victory that keeps them on top of the Premier league and in title contention.
"We needed to be patient against a very good Cardiff side," Wenger said.
"They did work absolutely hard, their new manager was in the stands. They deserve credit and were a bit unfortunate to lose in the end.
"I think we were mature, intelligent and resilient. Maybe it is a consequence of the number of games we have played.
"We know we have to play 10 home games and we want to make this place a fortress and take the points no matter what the others do.
"If we can manage to do that we will be in a very strong position."