Arsène Wenger was in dignified yet defiant mode as he found himself caught in the eye of a gathering storm at the end of one of his worst weeks as Arsenal's manager. Three days after seeing his side thrashed 4-0 in the first leg of a Champions League tie in Milan, Wenger watched Arsenal slump out of the FA Cup at Sunderland where Alex Oxlade-Chamberlain's second-half own goal sealed a 2-0 defeat.

Afterwards Roy Keane, working for ITV as a pundit, described Wenger's class of 2012 as the worst Arsenal team he had watched. "It's a very harsh judgment," said the manager.

"People talk and criticise and analyse and destroy and it's important we face all that and show internal strength and resilience. At the moment I get many lessons from many people. It's very difficult tonight to say where it leaves us and what we will do. We have to take criticism on board, stay together and face the critics."

Wenger, who believed his team should have been awarded a "100%" penalty by referee Howard Webb following John O'Shea's perceived first-half foul on Robin van Persie, had criticised his players in midweek but here he defended his injury-hit team to the hilt. "I think it was a committed performance, we gave everything we had left but three big games in one week [Sunderland in the league last week, Milan last Wednesday and the FA Cup tie] were too much.

"We fought hard but the pitch was heavy and we were a bit unlucky. We gave absolutely everything that was left in our legs. Sunderland left us the ball but we didn't create a lot due to fantastic defending from Sunderland. They defended very well and scored with their first shot. Then we had to chase the game and take every risk and got caught on the break for the second goal."

Asked about a perceived lack of leadership within his squad, Wenger indicated that he intended to forge a siege mentality. "We have to stand together," he said. "We have to stand united and fight the critics. We have to focus on the next game [at home to Tottenham next Sunday], on finishing well in the league and fight for the small possibility of staying in the Champions League."

He seemed affronted to be asked about his own position. "What position?" he replied. A similar straight bat was used to knock back an inquiry as to whether Arsenal were in crisis. "It depends what you call a crisis," he said.

Finally, someone asked Wenger – subjected to cheeky chants of "You're getting sacked in the morning" from Sunderland fans – if he hoped to still be at the Emirates next season. "I think it's better we finish this press conference now," he said.

He and Martin O'Neill have not always exactly seen eye to eye but Sunderland's manager offered his Arsenal counterpart unequivocal support. "Of course he'll be disappointed," O'Neill said. "But my own view is that the criticism he's getting – which we all receive from time to time – is not particularly merited. That's not the managers' union speaking, it's my view.

"I believe that when Arsène Wenger eventually decides to retire he will be considered as one of the great managers. I personally think he's been fantastic."

O'Neill pronounced himself "pleasantly surprised" with his team's progress since he succeeded Steve Bruce in early December. "Our self-belief is getting stronger, we feel we can win matches and I thought we were excellent today, not just defending but when we had the ball. I'm really, really pleased."