He later said, “When you get a penalty against you, if you stop it you keep believing. At the beginning we created danger, with the fans pushing us on, but Arsenal are a team that defend well and are well organised.
"We went in at 0-0 at half-time with the belief that if we scored a goal at the start of the second half the tie was still open. But they scored the goal, then we scored soon after and we kept believing but we lacked clinical finishing. It wasn't enough and we lost against a superior Arsenal and we have to accept that.
“Arsenal are a team that defend and press well and it was difficult to find openings and we had little success and we were also unlucky with balls into the box. This year we don't have a Joselu who can win those duels.
"Now we have to analyse what we can do better because we still have the league, the final of the Copa del Rey in 10 days and the Club World Cup and we want to get everything right."
"We need to make team moves, not individual ones"
Courtois was keen to highlight the home support throughout the night.
He continued: “We'd like to thank the fans for their support and they also believed in us and in this team. The atmosphere at the Bernabéu was fantastic and we hope to bring more joy to them this season.”
The Belgian also had a word for his teammates, questioning their approach in attack.
He added, “Sometimes you have to be self-critical and have a good look at everything. I feel we're a team, but maybe we need to make more team moves and not so much individual ones, because if you double-mark Vini Jr. or Mbappé, you can get away with it once, but it's difficult to do more than that.
"We have a good Cup final against Barcelona, the Club World Cup and the league (to fight for). We have to keep improving.”