Denting their semi-final hopes, Pakistan lost by one wicket against an in-form South African team in a thrilling contest in India's Chennai on Friday.
After defeats against arch-rivals India and Australia, the 1992 world champions slumped to an eight-wicket loss against a lower-ranked Afghanistan side before suffering another upset against the Proteas.
Sitting in sixth, Pakistan now face the prospect of an early exit from the quadrennial tournament despite starting the campaign as one of the favourites. Still, Arthur backed Azam and the management.
"It's really unfair to start a witch hunt, certainly on Babar Azam, on Inzi (chief selector Inzamam-ul-Haq), on our coaches, on the management team," Arthur told reporters.
"What I do know is the boys have tried, and the effort of the coaching staff, the effort of the players has been first-class. If they would see the amount of effort that the players and staff put in, they would be amazed."
Pakistan put up 270 against South Africa but fought back through their bowlers later, only to go down by a wicket.
"Tonight is a totally different feeling in that dressing room to the Afghanistan game. The Afghanistan game was... we were average in all departments," Arthur said.
"Tonight, we were OK with the bat, I thought we were very good with the ball. I'm really proud of those (players) because they fought right to the bitter end."
