Caretaker manager Solskjaer suffered the first Premier League defeat of his United reign as goals from Granit Xhaka and Pierre-Emerick Aubameyang sealed a 2-0 home win for the Gunners.
Xhaka hit past David de Gea just 12 minutes in, while in the second half Aubameyang was on hand to covert from the spot after Alexandre Lacazette was felled in the area.
Solskjaer, however, took exception to Moss' decision, and expected the official to think again once he had another chance to watch the incident.
"We started slowly, maybe a backlash from Wednesday night, but we created chances and when they get the first goal it becomes a different game," the interim boss explained to Sky Sports.
"We created so many more chances today than when we beat them in the FA Cup. Sometimes it happens, we hit the woodwork twice and had five very big chances ourselves.
"The referee will be disappointed when he sees it as I don't think it is a penalty.
"We just had to go for it towards the end, but we were not really at it and it is one of those days where you have to dust yourselves down from. We have Wolves in the cup quarter-finals and it's a big game to look forward to."
David de Gea was at fault for Arsenal's opener, as the wicked swerve placed on the ball by scorer Xhaka completely baffled the usually dependable shot-stopper.
Solskjaer sympathised with his goalkeeper, but pointed out that United paid the price for a sluggish start from the entire team.
"David is disappointed every time he concedes a goal," the Norwegian added.
"The ball moves so strangely and it looks like it goes to David's left and it changed direction, but in the first 15, 20 minutes we were too slow and never put them under pressure."
Sunday's result means that Arsenal leapfrog their rivals to claim a place inside the top four and stay on course for Champions League qualification.
United now lie in fifth, two points shy of Unai Emery's men, and will not be in action next weekend in the Premier League due to their commitments in the FA Cup, where they face Wolves.