The Seagulls lost 2-0 at the Emirates to goals early in each half from Nacho Monreal and Alex Iwobi.
Ryan felt Albion, who sit 14th in the Premier League with seven points from seven games, just needed to show a bit more belief and said: "It's a bit disappointing to be honest, we were in the game.
"Over the majority of the match, they created the better chances but I just felt like after the half-time break and the beginning of the first half as well, we just lacked a bit of belief maybe that we could get the job done.
"There was something special we could have done today and we haven't. It just hurts a little bit. You want to pick up points and in football you want to create as many lifelong moments that you're going to remember for the rest of your life.
"That's the way I approach the game and what better way to have done that today than at the Emirates against Arsenal? We just lacked it by that little bit, by that one per cent I think."
Ryan feels the team is continuing to develop and progress from the start of the season and said: “The progression is there from the team I feel. Everyone’s understanding each other, with new players coming in and I think the understanding has been getting better and better.
"I feel as a football side we have been getting better as well. Hopefully it’s only a matter of time before we can come to a place like this and start getting more than we’ve got already.”