The Gunners have suffered defeats to Inter and Newcastle in a matter of days.
But Martinelli told Viaplay: "Inter is a good team. We knew how difficult the fight would be. We came to win the game. We didn't manage to do that, but we have to stick together and we have a big game on Sunday (against Chelsea).
"We have to review the match and find out what we did wrong so that we can improve for the next match.
"That's football. You can't win every match. There will be times when you will struggle a bit with things, but we are playing for Arsenal and we have to stick together and turn things around."
