The Gunners started off brilliantly, with Declan Rice heading out from close range and Gabriel Martinelli and Martin Odegard forcibly making a save on Donnaruma.
Saka also forced the PSG Keeper to another excellent stop in the second half as Arsenal finished the match with an expected goal percentage of 3.14.
“If you analyze both games, were you the best player? The MVP was the same player, the goalkeeper.” Added Arteta.
“And the Champions League was decided by the box and obviously we won the game 20 minutes later. What happened in London should have been very different.
“So I can take a lot of positives and I’m very proud of the team. We have to arrive at the competition at this stage at this stage with a perfect team at the best. We don’t have that.
“Even so, the team I saw today is probably one of the best, if not the best in Europe.
“It gives me so much pride, but at the same time I’m so angry that I got frustrated because we didn’t do it. I know how much they wanted because they were shedding tears. It hurts, but you have to deal with it.”
The defeat meant that Arsenal would end the season without winning the trophy for the fourth season.
They also finished second in the Premier League over the past two seasons, and the Spaniard was asked if his player would struggle to start over again after another disappointment.
“Fear, you can’t play football at the highest level. [PSG] Dressing Room – Marquinhos, he’s the captain of 11 times and 11 times who have tried to become a winner at this club,” Arteta said.
“Let’s see if that’s true and if they win it.
“So, with that trajectory, you want to look at someone like this in the mirror, and you want to participate in sports. You want to compete and get very close to all the trophies. You’d be better off being able to deal with it.”
