"It's easy to blame the manager in these situations, although I don't think he's done himself a lot of favours with things like the handling of the captaincy situation, for example," he said on Sky Sports.
"Against Leicester, he got them organised. They did the best they could.
"It's one thing getting back, getting defensive and getting your shape, but then you've got to go and press, and Arsenal didn't do that.
"You've got to go and make contact with the players, but they just sat back. 85 per cent of goals come inside the box and they sat so deep they were sitting with me in the stand.
"There are not [any leaders in the squad]. The recruitment has been very poor for a few years now. It's difficult if you haven't got the players.
"The manager must be pulling his hair out because what do you do? We came here expecting a good hiding and we got one. That's not the mentality to have.
"I don't think those players go onto the pitch thinking we are going to keep a clean sheet and that's infectious.
"Defensively we've got worse. Koscielny has gone and David Luiz hasn't helped us.
"It's easy to blame Emery. He's got a group of players here that he's doing his best with and it's a bigger problem than this coach, it really is."