Jenas believes the loss to the Gunners was just a bad day at the office.
He told Sky Sports News: "We are disappointed that we didn't give a good account of ourselves on the day.
"It is upsetting losing the derby games. We have just got to look forward now and try and push on for the rest of the season.
"I think we can look at it as a one-off, bad performance.
He added: "We conceded some sloppy goals, which, as I think the gaffer said, completely changed the game.
"At the time, on the pitch, we were looking around thinking that this hasn't happened. Everyone was really frustrated.
"In terms of morale, we have got to brush it to the side and move on. We have had a good season so far so have got to continue to be positive."