Manchester United’s run of nine straight away wins in all competitions was ended by Arsenal on Sunday.
United’s first Premier League loss under Ole Gunnar Solskjaer is the “lowest” moment since he took charge, the interim manager said.
Solskjaer has turned the team’s form around since taking over in December, following the sacking of Jose Mourinho.
The Norwegian has overseen a run of 10 league wins and two draws before suffering defeat at Arsenal on Sunday.
Solskjaer, 46, told BBC Sport: “The performance was good but the result was disappointing.”
The former striker has brought a feel-good factor back to United with results that mean they are in the fight for a Champions League spot at the end of the season, as well as reaching the quarter-finals in Europe and the FA Cup.
Such has been the turnaround there have been growing calls from players and supporters to give Solskjaer the job on a permanent basis.
Going into the fixture at Emirates Stadium, United were in fourth place having been 11 points adrift of the position when Mourinho was dismissed on 18 December.
But their 2-0 loss allowed Arsenal to jump above them in the league, courtesy of goals from Granit Xhaka and Pierre-Emerick Aubameyang.
Solskjaer said: “We are disappointed with the result but looking at the performance, you cannot say it was a game we deserved to lose. We created five big chances, hit the woodwork twice.
“When you see the boys work as hard as they do, the attitude they show in training – today we were lethargic in the first 10-15 minutes, did not have the zip and we did not take the chances. Hopefully we will be ready for Wolves in the FA Cup next week.
“It has been fantastic so far but today is the the lowest we have been because we lost and missed the chance to put pressure on Spurs.
“We have won games we have not deserved to win, and today we lost a game we did not deserve to lose.”
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