The Spaniard was appointed last month to succeed Unai Emery, whose own 18-month reign ended with plenty of animosity pouring down from the Emirates Stadium crowd.
The Gunners were pegged back by Sheffield United on Saturday as Gabriel Martinelli’s opener on the stroke of half-time was cancelled out by John Fleck’s late leveller.
The 1-1 draw leaves Arsenal 10th in the Premier League and with just one win from their last seven games.
But, unlike the jeering and negativity which greeted the final whistle during the majority of Emery’s last games at the helm, Arteta praised Arsenal’s supporters for sticking with the team against the Blades.
“The fans were terrific,” he told Arsenal Player. “They were right behind the team and they appreciated every action as we were pushing them.
“I’m so thankful to them because compared to how it was a month ago, I think it’s completely different.
“We have to keep trying to convince them and encouraging them to keep doing it, and hopefully they can deserve and enjoy more good results.”
Meanwhile, defender Shkodran Mustafi believes is not just in the stands where unity is being used to drive Arsenal forward.
“I feel that we are united,” he said when asked about the belief within the squad. “I think we stay together and the dressing room has always been top during good and bad periods.
“That’s the only way to get out of it and I think if we want to be successful, we need to stick together, players, staff and everyone at the club.
“Obviously all the people that comes to the games, we want them to be happy but it’s always good when a game like this finishes and you go round and applaud and they are too, it shows that we are united.”
Fleck’s equaliser seven minutes from the end of the game means newly promoted Sheffield United have lost only two of the 12 away games they have contested since returning to the top flight.
Chris Wilder’s side sit seventh, four points ahead of Arsenal, but the United boss felt his team could have left north London with all three points – even if that would have been more than they warranted.
“I thought we started the game on the front foot and should have been ahead in the first 10 minutes, we didn’t show the killer instinct,” he said. “I didn’t think it was a game full of quality from both sides. Really, my overriding emotion, obviously we are delighted with the result but in the last 10 minutes we probably should have won it.
“I don’t think we would have deserved to win it because the performance level wasn’t of the highest standard.”