Robin van Persie says Arsenal must prove they have what it takes to win trophies - but is struggling to comprehend this season's failure.
The Gunners 2-1 home defeat by Aston Villa leaves them in real danger of being overtaken by FA Cup winners Manchester City in the race for automatic Champions League qualification.
Since suffering a dramatic last-minute defeat to Birmingham in the Carling Cup final at Wembley, Arsene Wenger's men have recorded just three wins in all competitions as swift exits from Europe to Barcelona and the FA Cup at Old Trafford followed before a total collapse of their Premier League title bid.
Van Persie - whose late consolation goal took his tally to 21 and was his sixth in the last seven games - accepts Arsenal need to show more courage if they are to turn potential into trophies.
"There were lots of things (which went wrong) - we were not consistent enough. It is difficult to talk about it now," Van Persie told Arsenal TV Online.
"It is going to be difficult to finish third, but we still have one game and have to win that to at least give us a chance.
"Next season we have to try [to come back stronger]. Everyone starts from scratch and we have a chance, it is up to us to prove it."
Thousands of Arsenal fans had already headed for the Emirates Stadium exits ahead of the squad's lap of appreciation, with boos greeting the final whistle.
Despite seeing victories over Barcelona, Chelsea and Manchester United this season, the fans - who next season face a 6% hike in ticket prices - have been short-changed as once again a campaign which promised so much failed to deliver.
Wenger accepts the fans have the right to vent their frustrations.
Van Persie added: "The supporters have been great, every single game they have been supporting us tremendously and I am really proud to be a Gunner with them as our fans."
Should Manchester City beat defeated FA Cup finalists Stoke at Eastlands on Tuesday night, then Roberto Mancini's big-spending team would climb above Arsenal ahead of the final round of top-flight fixtures next Sunday.
Were Arsenal, who topped the table in late November, to finish fourth, they would face a qualifier to again play in the Champions League, which then means pre-season plans, expected to include a first tour to the Far East, would probably need to be adjusted.
Centre-back Thomas Vermaelen made his long-awaited return from eight months out with an Achilles problem, but took time to grow into the game alongside Sebastien Squillaci, who was substituted at half-time in a tactical change.
The Belgian admitted the defeat by Villa was "awful", and insists focus must improve next season.
"Our mentality was not good enough, and I do not think we can accept that as an Arsenal side, and we should work on that, otherwise we are not going to win a lot of games anymore," Vermaelen told Arsenal TV Online.
"The individual quality is there, but we have to work hard to get the three points in every game."
Vermaelen added: "There is a big difference if you have to qualify for the Champions League or not, so that is something really important to play for.
"Now we have to battle with Manchester City for that third spot, so it is going to be difficult."