Arsene Wenger's side were torn apart in a listless display at Anfield that has left them with just three points from their first three Premier League games of the season.
Xhaka was among those to receive the heaviest criticism following the defeat, with former Manchester United defender Gary Neville claiming "I can't believe what I'm seeing" as the Sky Sports pundit watched the 24-year-old try a back-heel in his own six-yard box.
The Switzerland international's form is likely to come under further scrutiny after he was named the Credit Suisse Player of the Year by his country's football association at an awards ceremony on Monday.
However, the timing of the award, just 24 hours on from the Liverpool defeat, is likely to leave a few Arsenal fans scratching their heads at the decision.
And Xhaka has claimed he is still nervous about going out in London for fear of encountering irate supporters.
"I'm not going out after the 4-0 defeat against Liverpool!" he said.
Xhaka, signed for a reported £35 million last May in a deal that made him the most expensive Swiss player in history, scored four goals in 46 appearances in his first season in England.
He played in all four of Switzerland's Euro 2016 games and has helped Vladimir Petkovic's side to six wins from six in World Cup qualifying – a run of form that has seen them climb to fourth in the world rankings.