The Cottagers had the lead through Aleksandar Mitrovic, but still lost 2-1 on the day.
Silva said: "It's a tough defeat for us. My players deserve to get something more from the game. They are confident, creating so many chances against the teams we have played so far.
"Of course Arsenal had more possession, more shots and so many clear chances. After the second goal they didn't know how they scored. There were a lot of players around the goalkeeper. After the 1-1 we had a great chance with Mitrovic and after the 2-1 we had a great chance with Chalobah.
"I'm not sure about the goal [Gabriel's winner] but with the long throw-in, the referee saw a foul that no-one else saw."