Arsenal have not won the Premier League for 22 years and have finished in second place for three successive seasons.
The Carabao Cup final was Arsenal's first chance to win a major trophy for six years.
After losing to Manchester City and now being knocked out of the FA Cup by a lower-league team for the first time since 2021-22 – a third-round loss to Nottingham Forest – the Gunners need to ensure these defeats do not turn into a slump in form.
"They have to not let the season run away from them," former Arsenal and Southampton forward Theo Walcott told BBC Sport.
"Everything they have built this season, don't let it affect them. They have been in this situation before and they don't want to relive that."
Mikel Arteta has consistently spoken about everyone at the club's desire to win but with the end of the season approaching, games running out and a £250m spend in the summer, the pressure is at an all-time high.
Walcott said he noticed a "nervous energy" on the touchline at St Mary's that has been seen before in recent years.
"Visually watching Mikel on the sidelines, it was elements of previous years where that energy reflected into the team," he said.
"It was very tense. Not just Mikel but a lot of the staff were out there at times. It was like too many cooks in the kitchen, too many messages."
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