Arsene Wenger tried to remain positive despite losing 5-1 to Bayern in the return leg of the UCL round of 16.
Protests calling for his exit before the game started intensified after the loss. Walcott opened the scoring for Arsenal in the first half.
However, Lewandowski converted from the spot after Koscielny brought him down, before Robben and Costa scored and Vidal scored a brace.
Asked what needed to change at Arsenal, having again neglected to answer questions about his future when his contract expires at the end of the season, Wenger said: “What needs to change at this club? What do you mean by that?
“I think this club is in great shape but is at the moment going through a very difficult situation. What needs to change is the result in the next game.
“You are always worried for headlines. I am here to speak about football, not about my future.
“Tonight I thought there was no uncertainty in our game, we played very well.
“It’s difficult, when you are 5-1 down against Bayern and you have to score four goals.
“You are down to 10 men – if you go forward you know you will be caught on the counter-attack; if you don’t go forward people will say, ‘why didn’t you at least try to score goals?’ It is an impossible situation.”