Arsenal manager Arsene Wenger blamed a combination of bad defending and poor refereeing for the defeat at Swansea.
The Gunners took the lead before Scott Sinclair scored a controversial penalty and Nathan Dyer put them ahead.
And although Arsenal hit back to level through Theo Walcott, they were undone by Danny Graham's goal seconds later.
"I still don't understand where the referee found the penalty, then we defensively made some mistakes that we should not make," Wenger said.
The Arsenal boss was frustrated by referee Michael Oliver's decision to penalise Aaron Ramsey for a foul on Dyer and the fact his side allowed the hosts to go ahead within a minute of Walcott's classy dinked finish.
"When it was back at 2-2 we knew we could score a third but it was important not to make a mistake," Wenger added. "But in the last games we have made mistakes that are difficult to explain. It is unbelievable, it happened at Fulham the same and again today.
"We lost because we played against a good team, we were unlucky because we got a penalty that was not a penalty, and we made mistakes.
"For a team with our experience and ambition it is difficult to explain.
"We had a lot of energy in the game but not enough energy and composure to win.
"They played well but their keeper kept them in it at certain moments and we would have won the game with a bit more composure."