He also admitted they had missed a golden second chance to return to Europe’s elite club competition.
Arsenal lost 4-1 to Chelsea in Baku, missing out of chance to lift major silverware and secure Champions League football.
The defeat led to plenty of criticism of their performance on social media from their fans.
Xhaka declared after the game that people “speak too much”, as he insisted everyone was hurt after the defeat.
Speaking to TalkSPorts after the game, Xhaka said, “I don’t care what the people speak about us on social media, about the players.
“We know which qualities we have, we know how it is, and this is important for us, not about social media and what they write and what they speak.
“A lot of people, they speak too much.
“It’s not only about the fans, it’s about us as well.
“We are of course disappointed. If you lose a final you cannot be happy.
“All the Arsenal fans, the players, the club, everyone.
“It was a big chance for us,” he admitted.
“We didn’t come in the top four in the Premier League. We had a second chance today. If you don’t take the chance, you’re in the Europa League.
“I think we played very well in the first half. We had a good chance in the first half.
“They scored early in the second half, then after we opened the game too fast, I think.
“With 45 minutes you have a chance to come back but after one then two nil it’s game over.”
