Defending champions Liverpool failed to register a shot on target in a Premier League fixture for the first time since a match against Wigan Athletic in March 2010, bringing a run of 600 league games to an end.
Slot told Sky Sports after the match their inability to break teams down had cost them all season.
"I've said 150 times already that against certain playing styles, we're a very good team, and against certain playing styles we struggle," he added.
"Maybe you could even see that - although people are now positive we kept the ball so long - but even against the low block of Arsenal, we struggled to create chances. So that is something we would like to do better.
"That's one of the reasons we're so many points behind them."
Arsenal are six points clear of Manchester City and Aston Villa, while Liverpool remain fourth, 14 points adrift despite a nine-game unbeaten run.
Liverpool's shots-on-target average has dropped from 6.1 last season to just four this term, though Slot acknowledged his team had been up against a strong side in the league leaders.
"The only thing we missed from us, not for the first time, is the moments around the box," he said.
"You're hoping to create even more chances, but against an Arsenal team that has great momentum, to put a performance like this is something I'm very positive about."
Liverpool's next game is against Burnley on January 17 but before that they take on Barnsley in the third round of the FA Cup on Monday.
