No side have ever overturned a four goal deficit in the Champions League over two legs. The Gunners though can take heart from Deportivo La Coruna who lost 4-1 in the first leg in 2004, ironically in Milan, before winning the home leg 4-0 to progress 5-4.
The Spaniard admits playing on a pitch that was only re-laid on Monday was difficult, but says Arsenal can only blame themselves.
He told the Evening Standard: "Never say never in football.
"If we score two goals in the first half at the Emirates then it is game on. After last night, it will be very difficult to get through and we all know that.
"There is nothing we can do about the pitch. It was absolutely awful - you had no control at all. They are more used to it because they play here every week but I don't think we need excuses.
"They were the better team and deserved to win. We go to London with a really disappointing result.
"Everything became difficult after the first goal. They scored three goals on the counter-attack. It is difficult to take in and we have to change our mindset. We have another tough game on Saturday (at Sunderland in the FA Cup)."