The Gunners succumbed to a 2-1 defeat in their final group game with Olympiakos, despite having led through Tomas Rosicky's goal, allowing Schalke to qualify as group winners.
Although Coquelin is disappointed that his side failed to hold on to their lead in Greece, he insists that they must put the result behind them and focus on securing three points against Steve Clarke's men.
"We started really well, we had a great first half and when you are winning 1-0 away you want to hold on to the result," he told the club's official website. "We dropped a little bit and they scored two goals, so we are really disappointed.
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"But now we have to concentrate on the next game; we have a really important match against West Brom and we want to get the three points. We had a few bad results recently, so we need the three points at the weekend."