The side cruised to a comfortable 4-1 win over Rapid Vienna on Thursday to maintain their 100% record in the Europa League but domestically they have struggled, sitting 14th in the table after winning just one of their last five Premier League games.
Some supporters have become frustrated at Arsenal's inability to create chances -- they have scored just 10 goals in as many Premier League games and recently went more than seven hours without scoring from open play -- but Bellerin said any calls for Arteta to leave are premature.
"So unjust. So unjust. As I say, we have to, as players, take responsibility for this because I think we all know that Mikel and his coaching team give us all the tools that we need to win all the games," Bellerin told beIN SPORTS when asked about talk the 38-year-old could be axed after just a year in charge.
"When you lose a game it's always very easy to blame the coach. But also when the coach gives us the tools we have to be the ones to step up.
"The way that Mikel plans these games... all the knowledge that they give us before we step on to the pitch is second to none. Sometimes it's not that easy, depending on the opponent, but that's why football is beautiful. If you play the games on the [tactics] board, then it will be a completely different game."
Arteta guided Arsenal to the FA Cup last season before beating Liverpool on penalties to lift the Community Shield. He has also tried to instill fresh discipline and a new identity after Unai Emery's tenure.
"I think how he [Arteta] changed the dynamic of the team and the club straight away -- he was amazing to get two trophies straight away," Bellerin added.
"There are obviously questions, and we're not on the best run. I have to say that when you are planning on doing something big -- and that's what he's doing, changing the identity of the team, of the club, change the behaviours -- he's not trying to make changes just on the pitch but outside of it, this isn't something you can do overnight.
"I feel the team has improved massively in so many areas of the game that needed improvement. Even though we're not doing so great in others, it's all part of the process.
"When you're trying to implement such a big idea it does take time for everyone to get used to it and it takes time to get results but one thing that I feel is that since he came he has instilled a confidence in this team, a hunger. For us that's so important.
"I always say I'm certain that things are going to get so much better."