The Spaniard, who replaced Aaron Ramsdale in the starting line-up after joining on loan from Brentford, was confused against Luton to score twice in eight minutes and take the lead.
But luckily Kai Havertz equalised for Arsenal before Declan Rice snatched a thrilling seventh-minute stoppage win to extend Arsenal's lead to five points.
Asked about Raya's performance, Arteta told reporters: "We have to defend better as a team. There are certain things that lead to goals and it's not about blame. We haven't done that before and we won't do it now."
"It's about how the team reacts to that because it's definitely going to happen in games and I liked that response in the end."
Arteta was more keen to talk about the spirit of his team, who refused to lose points at Kenilworth Road, which Arsenal have not won since 1984.
Arteta said: "We didn't want to draw. We wanted to win and that was what gives us motivation, energy and enthusiasm on the pitch and I think everyone felt that.
"Today we conceded some goals that we will be disappointed with but that's part of the game. It'll definitely happen in games but our reaction was fantastic".