Coquelin, 21, is remaining positive despite seeing his side now go four games without a win in all competitions.
The Gunners failed to capitalise on a slip up by Schalke, as Arsene Wenger's men slumped to back-to-back defeats away in Greece, leaving them to finish second in their group.
Saturday sees the Emirates host high-flying West Brom and a win is vital if Arsenal are to keep pace with league leaders Manchester United, as well as relieving pressure on under-fire boss Wenger.
"We started really well, we had a great first half and when you are winning 1-0 away you want to hold on to the result, we dropped a little bit and they scored two goals, so we are really disappointed," Coquelin told Arsenal Player.
"It is a tough place, but let's not forget we are Arsenal Football Club and when you come here, everyone wants to win [against you]. We could have come back with a win so we are very frustrated.
"But now we have to concentrate on the next game, we have a really important match against West Brom and we want to get the three points. We had a few bad results recently, so we need the three points at the weekend."
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