Arteta won the FA Cup with Arsenal last season after being appointed in December, but his rebuild has stalled this season.
They currently sit 14th in table and their tally of 13 points is their lowest after their opening 10 matches of any league campaign since the 1981-82 season.
But asked about speculation of an Arteta sacking, Bellerin told beIN SPORTS: “[It is] so unjust. So unjust.
“As I say, we have to, as players, take responsibility for this because I think we all know that Mikel and his coaching team give us all the tools that we need to win all the games.
“When you lose a game it’s always very easy to blame the coach. But also when the coach gives us the tools we have to be the ones to step up.
“The way that Mikel plans these games, all the knowledge that they give us before we step on to the pitch is second to none.
“Sometimes it’s not that easy, depending on the opponent, but that’s why football is beautiful. If you play the games on the [tactics] board, then it will be a completely different game.”
The fans are back: Arsenal welcome 2,000 for Europa League dead rubber
Arsenal are determined to get their season back on track on Sunday at Spurs and their captain, Pierre-Emerick Aubameyang, believes it is the ideal moment to turn a corner.
“I think this is the game that we have to make into a turning point for us this season,” he said.
“There’s nothing better than this game to give you that opportunity to turn things around. We have to understand that if we can win this game then everyone will change their mindset.
“A big result in the derby can really lift the players, the fans – everyone.”
This weekend get a £10 free bet with Betfair, when you bet £10 on a Same Game Multi on the Premier League.
Terms: Min £10 Same Game Multi bet on any EPL match this Fri – Sun. Free bet valid for 72 hours, awarded at bet settlement. Excludes cashed out bets. T&Cs apply.