Beckham missed two first-half chances for Real Madrid

Thierry Henry scored the only goal as the Gunners claimed a stunning victory at the Bernabeu in the Champions League first leg encounter.

"That's what happens when you don't work hard and tackle back. I'm bitterly disappointed," said Beckham.

"I knew after five minutes we were going to lose, but we have got away with it, we could have lost by more."

Real went into the match in a rich vein of form, unbeaten in the Spanish league this year, while Arsenal have been struggling in the Premiership.

Beckham, who was playing against English opposition for the first time since he joined Real, was at a loss to explain Real's woeful display.

"I said before that if we didn't perform we wouldn't win the game and we didn't perform," said the 30-year-old.

We have made it very hard for ourselves David Beckham

"Arsenal played well but we didn't play like we have done for the last two months. I don't know what happened.

"They got the space to enjoy themselves and they did well, but it was a really bad performance from our whole team."

It leaves Beckham facing the prospect of completing a third season at Real Madrid without winning any silverware.

Real are seven points behind leaders Barcelona in the Spanish league and out of the domestic cup.

However, the England captain says his side still have a chance of recovering against Arsenal in the second leg at Highbury.

"It's going to be hard. I have played at Highbury a number of times and I know how difficult it is," he said.