That result left Hamburg rooted to the foot of the table with just one point from their first five matches, but coach Michael Oenning will not be made to pay for such an atrocious start to the season.
"Of course we have lost, but I have seen an improvement," he told Sky television.
"We now need to win a game and I hope we can do that against Gladbach."
However, Arnesen himself is in the firing line, at least according to former Germany goalkeeper Jens Lehmann, who has questioned his ability to succeed in the Bundesliga.
"I don't really know what Arnesen had expected from the Bundesliga," he said.
"You can see in the way he has only signed players from Chelsea or Scandinavia that he really doesn't have a clue about German players.
"Overall, I find it naive only to sign youngsters.
"Should this negative streak continue, maybe it could be an advantage for Oenning that Arnesen does not know any German coaches because he would then have to do a bit of research."
However, Oenning himself can see an end in sight to his side's woes.
"The important thing is that you can see that the team is improving," he said.
"Today [Saturday] and last week were very painful, but we are heading in the right direction and the results will arrive."