Louis van Gaal was left stunned by the manner of the loss at the Emirates Stadium on Sunday, where the Gunners had put the contest beyond his side with three goals inside the opening 20 minutes - the first two coming within 74 seconds of each other.
United had started the weekend top of the table but finished it down in third place below Arsenal on goal difference, with rivals Manchester City having also romped to a 6-1 victory over Newcastle on Saturday afternoon.
After the international break, the Red Devils travel to Everton and then have an away Champions League fixture against CSKA Moscow before returning to the small matter of the Manchester derby at Old Trafford on October 25.
Mata, who now jets off on international duty with Spain, feels the squad have what it takes to recover.
"It is not easy to write today and to find words of encouragement after a game like this, but we have to carry on," Mata wrote in his personal blog at www.kicca.com
"Before the game our goal was to keep the top spot of the Premiership, but it wasn't our day as we saw from the kick-off
"Arsenal started with more intensity, they scored very quickly and with no time for our reaction they scored the second goal
Not even 10 minutes have passed and things were already looking very bad
"A start like this from us is unacceptable; if we want to fight for big things we must learn the lesson as soon as possible
The only thing I can say is that we shouldn't play a game like this again
"We tried to get back into the game, fighting until the end, but obviously we were penalised by our horrible start
"Unfortunately, that was the end of a good month of September.
"Earlier in the week we had won against Wolfsburg in the Champions League, coming from one goal behind, and the team was feeling good before the international break, but then we had those horrible 20 minutes.
"Now we must carry on, as I said before, and play like we were doing in previous weeks.
"We must learn from this defeat
We have an important month of October ahead, with games that will demand our best level of performance, and we have to be ready for them."
Mata added: "We still are in the top spots of the table and this is a long-distance race, we are sure of that
All the teams are finding difficulties, but we remain hopeful that we can achieve something important this season, and that's what we are working for every week."
Source : PA
Source: PA