Mandanda gutted after latest Marseille loss
The France international was in impressive form in London, saving Mesut Ozil's first-half penalty and making a string of other stops.
But he was powerless to prevent Group F leaders Arsenal from beating his side, as the Premier League outfit dominated and won thanks to a double from Jack Wilshere.
Marseille only got going in the last 20 minutes but were generally outclassed as they lost their fifth pool match in as many attempts.
"If I told you we are at the same level as Arsenal, I would be lying," Mandanda admitted.
"Our opponents are far above us. I really think we should be on a par with such an opponent - we were far from this tonight.
"Our team struggled against the constant stream of Arsenal attacks."
Marseille finish the group stages with a home clash against Borussia Dortmund next month.