Arteta won the FA Cup with Arsenal last season after being appointed in December, but his rebuild has stalled this season.
Despite beating Rapid Vienna 4-1 on Thursday night to make it five wins from as many matches in the Europa League, Arsenal have struggled in the Premier League.
They currently sit 14th in table and their tally of 13 points is their lowest after their opening 10 matches of any league campaign since the 1981-82 season.
The club’s poor form has led to questions about Arteta’s position and whether he is under pressure ahead of Sunday’s trip to Premier League leaders Tottenham.
But asked about speculation of an Arteta sacking, Bellerin told beIN SPORTS: “[It is] so unjust. So unjust.
“As I say, we have to, as players, take responsibility for this because I think we all know that Mikel and his coaching team give us all the tools that we need to win all the games.
“When you lose a game it’s always very easy to blame the coach. But also when the coach gives us the tools we have to be the ones to step up.
“The way that Mikel plans these games, all the knowledge that they give us before we step on to the pitch is second to none.
“Sometimes it’s not that easy, depending on the opponent, but that’s why football is beautiful. If you play the games on the [tactics] board, then it will be a completely different game.”
Arsenal are determined to get their season back on track on Sunday at Spurs and their captain, Pierre-Emerick Aubameyang, believes it is the ideal moment to turn a corner.
“I think this is the game that we have to make into a turning point for us this season,” he said.
“There’s nothing better than this game to give you that opportunity to turn things around. We have to understand that if we can win this game then everyone will change their mindset.
“A big result in the derby can really lift the players, the fans - everyone.”
Arsenal are hoping to have Thomas Partey back for Sunday’s derby. He has not played since the start of last month due to a thigh injury, but was due to train today in a bid to prove his fitness.
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