It was the Gunners` first home loss in the tournament since 2009 and, although they are still expected to progress from the group stages, it was not the performance they needed after a dismal defeat at Norwich City on Sunday (AEDT).
They were toothless at Carrow Road and a response was expected but it never arrived.
"We are really disappointed," Vermaelen told Sky Sports 3.
"We lost on Saturday and wanted to be better today but it was the same story. We didn`t create enough chances to score goals. They got one and then got more."
Asked why Arsenal were unable to right the wrongs of the weekend, the
"We gave 100 per cent but it`s difficult at the moment because we`re not creating enough chances to score goals."
Arsenal had just one shot on target while Klaas Jan Huntelaar and Ibrahim Afellay showed them how it was done.
"Teams come here with strong organisation, technical ability and sometimes it is difficult to get through," Vermaelen said.
UEFA Champions League
Borussia Dortmund centre-back