The Gunners started superbly and, after Declan Rice spread at close range, Gabriel Martinelli and Martin Odegaard forced Donnarumma to end stops.
Saka also forced the PSG goalkeeper to another excellent stop in the second half when Arsenal finished the match with an expected goal report of 3.14.
“When you analyze the two games, who was the best player? The MVP was the same player, the goalkeeper.” Adding Arteta.
“And the Champions League is decided in the boxes and it won the match for them because obviously after 20 minutes, and what also happened in London, the result should have been very different.
“So I can take a lot of positive points and I am very proud of the team. We must arrive in the competition at this stage with the full team, full available, in better condition. We do not have that, so let’s put it aside.
“However, the team I saw today is probably one of the best, otherwise the best team in Europe.
“It gives me so much pride, but at the same time, I am so upset, so bored that we did not manage to do it. I see how much they wanted it, because they were in tears. It hurts, but you have to face this.”
The defeat meant that Arsenal will end the season without winning a trophy for the fourth consecutive season, after Arta led them to a triumph of the FA Cup in 2020 in his first season in charge.
They also finished second in the Premier League in the last two seasons and the Spaniard has been asked if his players would have trouble motivating to try again after another disappointment.
“With fear, you cannot play football at the highest level. We had the best example in the locker room (PSG) – Marquinhos, 11 times he tried this club to be a winner, 11 times he is the captain,” said Arteta.
“It is therefore the truth and see if they win it. So, 11 times, they have to go down and go up.
“So look in the mirror to someone like that with this trajectory and you want to be in sport and you want to be in competition and be very close to all the trophies. You better face this.”
