The Basques were denied a first point in this season's Champions League campaign by a sensational last-minute free kick from Jens Hegeler at the BayArena on Wednesday night
After losing at home to Shakhtar Donetsk, the Basques looked set to pick up their first point in Champions League Group A in Germany, with Carlos Vela having cancelled out Simon Rolfes' first-half opener.
However, Hegeler scored a stunning free kick in the dying seconds to decide the game in the home side's favour and leave Sociedad utterly devastated.
"The result is not fair and the players are depressed," Arrasate told reporters after the game. "We're not satisfied; we were more than worth a draw.
"It was a pity they cannot celebrate, as we have played a great game against a good opponent. We have done much to achieve merit without getting any points."
Socieded must now attempt to kick-start their campaign by taking points off group leaders Manchester United, whom they face next in a crucial double-header.