The Armenian forward found himself back in familiar surroundings on Wednesday as he took in a visit to Old Trafford.
Having suffered a 2-1 defeat on his first reunion with United last season, Mkhitaryan was hoping for better this term.
He did leave with a share of the spoils, but the Gunners were disappointed to only collect a point having led on two occasions before being pegged back by Anthony Martial and Jesse Lingard.
Mkhitaryan told Arsenal Media afterwards: “There is a lot of frustration because we should have won.
“I think we deserved to win but we drew. We were trying to score the third goal but unfortunately, we couldn’t.
“Even if you have tired legs, the most important thing is to be fresh in the brain, in the mind. If you force yourself, if you push yourself to get to the end, then you will do that. You don’t have to listen to your legs, even if they are heavy or it’s hard to play. You have to do the maximum.”
Mkhitaryan, who was taken off at half-time during a 4-2 derby win over Tottenham on Sunday, was introduced at the interval against United by Unai Emery.
He helped to keep Arsenal in the hunt for maximum points but was unable to get them over the line.
While the travelling Gunners had been looking for more from a trip to Manchester, a stalemate has extended their unbeaten run to 20 games in all competitions.
“Maybe that’s the positive to take, maybe it’s not,” added Mkhitaryan.
“Everyone wanted to win, especially at Old Trafford. We know that it’s always hard to win here.
“At the end of the day, we’re also happy to get this point and try to win the next games. We want to be in the top four, so it’s very important to win every game.”
Arsenal have slipped back behind north London rivals Tottenham into fifth spot in the Premier League table.
They will return to action on Saturday when Huddersfield pay a visit to Emirates Stadium.