The 'Rossoneri' fell to a 2-0 defeat to the 'Gunners' on home turf due to strikes from Aaron Ramsey and Henrikh Mkhitaryan.
That win, combined with the fac that Arsenal's goals were priceless away goals mean that the Italians are facing a battle to remain in Europe beyond the end of the week and whilst Gattuso admits that his side's back are against the wall, he is relishing the challenge.
"After Thursday, I heard a lot of nattering that you hear in the pub, about how we were lacking something physically, yet here we are coping right through to the 95th minute," Gattuso told 'Mediaset' following Sunday's victory over Genoa..
"We just got that game wrong against a strong Arsenal side. We realised that and today (Sunday) we responded.
"We’ve still got a 30 per cent chance of going through and we’re not going to London for a holiday. We need to respect our glorious shirts."