Rafa Benitez reacts after Newcastle drop into the relegation zone
A first-half goal from Mesut Ozil saw Benitez's side beaten 1-0 at the Emirates Stadium this afternoon.
Newcastle, however, didn't capitulate against Arsene Wenger's team.
And a spirited United fought back strongly and had chances to equalise in the second half.
But West Ham United's win over Stoke City saw the club drop into the Premier League's relegation zone.
“The fans know what happened in the summer, and they know what we have to do," said Benitez.
"The players, staff and everyone are working so hard to do things right, but we are where we are because that's the Premier League.
"We have to learn quickly and make sure we don't make mistakes and are more precise in the final third. But you can't complain about the efforts of the players or the team spirit.
“With the teams being so close in the table, one win will be a real lift for the confidence. Then you can start winning one or two games more.
"We need to do that. We were very close against Leicester and Everton, and we have been close against other teams. But maybe because of a lack of experience we have made mistakes, and we have paid for that.
“I'm not happy with the situation, and I don't think the players will be happy with the situation,
"But if you analysed everything at the beginning of the season, then where we are now is something that could be expected.
"The main thing is to stay calm and make sure we do our jobs properly to have more chances to do well. That's how we will win games and go up in the table.”