The Serie A side was high on confidence after its win over Borussia Dortmund on matchday one, yet the team failed to build on its good start as first-half goals from Mesut Ozil and Olivier Giroud proved to be too much for Rafa Benitez's men.
"We had a very poor first half. It is normal that when you play away from home in the Champions League, you will come up against a really tough team, but we really didn't expect to play that badly," Behrami told UEFA.com.
"We all knew that when you give away two goals to Arsenal at their home ground, it makes things even harder and is likely to make the result as bad as it can be."
Napoli travels to Olympique de Marseille on Oct. 22 before hosting the French side two weeks later, and Behrami has stressed that the next two matches will be crucial to the team's hopes of progressing.
"Next we have two decisive matches against Olympique de Marseille and they will be crucial to us qualifying. We have had one good match and one bad match, so let's not get carried away," added the Switzerland international.
"Let's stay calm and get back to playing in the league on Sunday [against Livorno]."