A 2-0 loss in the third round at the Emirates Stadium means that Tim Sherwood's side are now out of both domestic cup competitions but still sit fifth in the English top flight.
|15/2||Spurs are 15/2 with Bet365 to beat Crystal Palace 3-0|
"Losing to the local rivals is always frustrating but we need to pick ourselves up for Palace on Saturday," the England international told the club's official website.
"We did alright but obviously we didn't come away with the result that we and the fans wanted so it was a disappointment.
"I think we showed a lot of character, we kept going, [but] the ball just didn't fall for us.
"I thought [Arsenal] had a few good chances in the first half but we came right back at them in the second."