A poor defensive display and toothless attacking performance saw Wolves crumble in the capital.
Bueno, who struggled and was taken off at half-time, says Wolves must now focus on improving for a better campaign next season.
“It’s very, very disappointing. I think the whole team didn’t deserve this,” Bueno said.
“It’s a hard one to take but we have to try to stay positive because we achieved our aim this season, to be safe. We’ll keep working and hopefully we can do better next season. Of course we want to fight for bigger things and we’ll have a really good squad next season, so hopefully we can do better than this season.
“Obviously we have to work really hard to be better than next season, and the aim has to be better as well.”
Despite the result, Julen Lopetegui has helped mastermind Wolves’ safety this season and fellow Spaniard Bueno was full of praise for the head coach.
“Since the beginning when he came in, he’s been brilliant for us,” he added.
“We’ve seen it in our performances and our results.
“I’m really happy for that, because we achieved our aim, but today wasn’t good enough from all of us. We have to look at ourselves and try to be better for the next one.”
Focusing on the poor defeat, however, Lopetegui was frustrated at Wolves’ inept display.
He said: “Of course it is not good. We have lost against one of the best teams in the Premier League but the way we have lost, of course I am not happy. I am never happy when I lose. It is difficult to play in these kind of matches, for a lot of reasons. It is the last match and we have achieved our aim three matches before.
“But you want to compete here against Arsenal. You have to have your ‘best face’. This is very difficult but, if not, it is impossible.
“It is not easy. It is not an excuse, but it is not easy to play in these kind of matches. It is a pity because I don’t want to forget the second part of the season the team has had. It has been fantastic, to be out of relegation three matches before the end.
“Now I have had the chance to see the matches against other teams, other big teams that are in the Champions League. That is why I highlight the merit of these players.
“Maybe it has been a little miracle and we have to learn for the future. Maybe one miracle is possible – two, no.
“That is why we have to learn for the future to be able to improve and do our homework.”
