We led 1-0 at Highbury and looked in control until an equaliser with more than a hint of offside and a deflected winner somehow turned it around for the home side.
Deflated at the time, Anthony said the lads are looking forward to Sunday's Premiership clash against Aston Villa at the Lane.
"We have tightened up and Arsenal were lucky to score twice," said Anthony, called into the England squad last week. "That says a lot.
"Hopefully this little break won't affect us against Villa and we'll pick up where we left off at Arsenal.
"We've had some bad luck at Highbury recently - Simon Davies last season, a late penalty before that and it looked like we'd put it right so to come away with nothing was hard.
"But we can keep our heads high and if we can maintain that performance for the rest of the season we'll be alright.
"Even though we lost we were all pleased with the performance and when that is the case, you can't wait for the next game to come. Unfortunately it's the way the fixtures have fallen for us."
Anthony Gardner wishes we'd stepped straight back into action after the positive performance at Arsenal.