That is the view of former Bayern and Liverpool midfielder Dietmar Hamann, who by winning the UEFA Cup in 1996 and 2001 and the Champions League in 2001 has collected more European honours than the Gunners have in their entire history.
And as he tells Matthew Dunn, that statistic is not about to change.
RESILIENCE is a key ingredient and they simply don't have it any more.
I thought the two FA Cups would kick-start Arsenal's trophy-winning habits. I thought that was the monkey off their backs. But now, after another potential title winning bid has gone out of the window, once again we are asking ourselves if Arsene Wenger is even a Champions League manager? I would not discredit the players, but he has too many that he has persisted with for years and years.
I was a big fan of Theo Walcott and Alex Oxlade-Chamberlain when they came to Arsenal, but they have too many players who have gone there and not improved. I don't think Walcott turned out to be the player we thought he would be.
Dietmar Hamann questioned whether Arsene Wenger was even a Champions League manager
Arsene Wenger has not won a European trophy with Arsenal in his 20 years
Some of these players have not done it in the big games but, rightly or wrongly, Wenger has stuck with them. Loyalty is a big thing in football and too often there is not enough of it. But sometimes there can be too much.
It is very hard to knock the man. But there might be a reason why players don't improve as they should do under Arsenal. They do not work enough. And he maybe sticks with them too long.
You always need a competitive edge in the dressing room – in our dressing room we were not the most talented but I always knew we would not go down without a fight.
Players at Arsenal are very happy with the manager. Mesut Ozil is the prime example. He even said he would not sign a new contract until he knew the future of the manager. They have got into the comfort zone – 'we finish fourth, we lose in the last 16, the gaffer's happy, the club is happy!' That seems to be what he wants, but you need somebody who stirs things up and says, 'are we really only a last 16 team?
Hamann doesn't believes Theo Walcott and Alex Oxlade-Chamberlain have lived up to expectations
Shouldn't we better?' Okay, they have had some tough draws but Chelsea found a way with only 10 men at the Nou Camp against Barcelona on the way to winning the Champions League. And remember the night we were 3-0 down with Liverpool at half-time to Carlo Ancelotti's Milan? Chelsea hung in there that night. We turned it around. This is what football is all about. It is not about quality, it is about mentality.
Only two teams have won the Champions League playing beautiful football. That's the recent Barcelona side and Real Madrid in the 1960s. Nobody else.
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Somebody has to realise 'beautiful football' is not working, but unfortunately it will not happen under this manager.
People are running out of excuses but the games against Everton and Manchester City were all I needed to know. They lost two games in four days when they had taken the lead.
Hamann said Mesut Ozil is a prime example of what the dressing room is like at Arsenal
You go back in history and AC Milan never did that, Barcelona, Real Madrid, Bayern Munich. Sometimes you have to have the resilience just to grind things out. Arsenal simply cannot do that.
And the irony is that it is a different Bayern Munich this time. Ancelotti has a different approach and if you have somebody as powerful as Pep who leaves, maybe you get a taste of what it was like when Sir Alex Ferguson left Manchester United. The usual response from the players is to take a breather.
Maybe they are taking one step less in training. The team is aging and some of the key players are the wrong side of 30 and time is catching up with them.
However, Arsenal have had so many misses that it becomes a psychological problem. They may have won their group this time, but as soon as Bayern Munich came out of the draw it was, 'here we go again'.
Outstanding teams find a way of winning games, not excuses for losing them. That has been the difference between Bayern Munich and Arsenal in the last 10 years.