The France international believes Arsene Wenger's policy of not just simply trying to buy the title should be applauded.
The Gunners threw away any chance of hauling themselves back into the championship race after allowing Wigan to recover from 2-0 down to win during a dramatic final 10 minutes at DW Stadium on Sunday.
The post-mortem into another campaign which promised so much yet again failed to deliver a trophy to Emirates Stadium has already begun - with Arsenal legend Ian Wright claiming Wenger's side "needs some major surgery" if they are to emulate the achievements of his former teams.
However, Nasri, 22, maintains the Gunners are heading in the right direction under Wenger, who has yet to commit to a new deal past the end of next season.
"It is annoying. The work we do is not getting the credit it deserves because we are not winning silverware," Nasri told the May edition of the official Arsenal magazine.
"It is unfair because I think we have more merit as a club than those who have built their teams with millions of pounds whereas Arsenal have brought in young footballers, who have come here to play a certain kind of football and who have developed."
Nasri added: "This season has proved that we have everything to compete and we have learnt so much.
"I am hoping that our squad will stay unchanged because we are really good and with a year more experience, we can achieve some great things next season."
Wenger saw his options limited at various stages of the campaign by injuries to key men like Robin van Persie, captain Cesc Fabregas, Andrey Arshavin and Theo Walcott.
Nasri - who himself recovered form after suffering a broken leg during pre-season - believes things would have been different if Arsenal had been able to send out their first choice XI on a consistent basis.
"Injuries happen and it is part of football, but I think if we had not had those injuries, we would be top of the Premier League and still in the Champions League," said the French midfielder.
"Apart from Arsenal, I do not know a team playing without five of its best players in the quarter-final of the Champions League like we did against Barcelona and to be in such a high position in the league.
"Our injuries are always serious. They are not small muscular problems, and that gives more credit to our season."
Wenger certainly has some thinking do on how he looks to take the team forwards next season.
Most notably in defence, given veterans Sol Campbell, William Gallas and Mikael Silvestre are all out of contract.
Morocco striker Marouane Chamakh, though, looks set to finally arrive on a free from Bordeaux.
Nasri believes the 26-year-old would prove a good acquisition.
"It would be a great signing for us. He is a player that I really like," said Nasri,
"Chamakh plays for the team, gives everything and works very hard.
"He has big potential and would fit perfectly in our team."
Arsenal are no doubt preparing for another summer of speculation over whether captain Fabregas will remain at the club, the Spain international currently battling to be fit from a cracked bone in his leg in time for the World Cup.
The 22-year-old's father has also found himself drawn into the saga, with Francesc Fabregas senior denying reports he had a meeting with Real Madrid director general Jorge Valdano.
Arsenal's goalkeeping position would also appear to be up for grabs, given both Manuel Almunia and Lukasz Fabianski - who endured another birthday to forget as his glaring error gifted Wigan an equaliser - have each been prone to more than the odd mistake which proved so costly.
Almunia missed Sunday's match because of a wrist injury, but is expected to be back between the posts for the visit of top-four hopefuls Manchester City this weekend.