The battle-weary and injury-hit Gunners must lift themselves for the final five matches of the domestic campaign having seen their European dreams shattered after a comprehensive defeat to a Lionel Messi-inspired Barcelona in the Nou Camp.
Arsenal head to north London rivals Tottenham next Wednesday night, in a match rescheduled after the FA Cup semi-finals, with little margin for error given how tight it is at the top of the table, currently just three points separating the leading sides.
Arsene Wenger's men - set to be without inspirational skipper Cesc Fabregas for the rest of the season because of a hairline fracture in his leg - left it late to beat 10-man Wolves with a stoppage-time winner from Nicklas Bendtner last weekend, while in their previous match Birmingham snatched a goal with almost the final kick at St Andrew's to cost the Gunners two precious points.
Full-back Sagna feels the team must learn from such incidents to make sure they do not waste opportunities to close out games and get the needed result.
"Sometimes I think we play too much," the 27-year-old France international said.
"We just want to do that and do not think about what is good for us - sometimes we just need to cut out the football, stop playing for a bit and just consider what will help us achieve what we want."
Sagna maintains there is still plenty of life left in the title race, despite Arsenal needing both Manchester United and leaders Chelsea to drop points if they are to finish top come May 9.
"Football changes very quickly," the defender said.
"Two months ago we were 10 points behind and came back quickly - we did it once, we can do it again.
"We are confident that we will be back and they will drop points.
"However, we just want to win every game until the end of the season and not think about the other teams."
Chelsea certainly made the most of extra recovery time from their early Champions League exit to beat a somewhat subdued United side at Old Trafford last weekend, which swung the title race back in their favour.
With the Red Devils now also out of Europe after quarter-final defeat by Bayern Munich, once the FA Cup semi-finals are out of the way, all three sides will have one focus.
Sagna, however, feels sometimes it can all be about momentum.
"We wanted to play in every game with 100%, and we gave that against Barcelona," he said.
"Barcelona were just better than us, now we have to play again and try to be better than the other teams.
"We just want to play game after game and are still confident we can win something this season."
The dissection of Arsenal's failure in Europe has already started, with Wenger admitting he may have to look at "adding something" to the squad during the summer rather than just to continue to rely upon the potential of youth.
Long-term target Marouane Chamakh is available on a free transfer from Bordeaux at the end of the season, with Wenger likely to secure a deal for the 26-year-old Moroccan sooner rather than later.
It remains to be seen whether veteran defender William Gallas, sidelined by a calf injury, has played his last game for Arsenal as negotiations over a contract extension continue.
Midfielder Alex Song, meanwhile, will be assessed ahead of the Spurs game, having missed the trip to Spain because of a knee problem.
Russian winger Andrey Arshavin is expected back from his calf injury for the visit of Manchester City in two weeks, while Holland forward Robin van Persie could yet feature in the final couple of matches as he steps up recovery from some six months out with ankle ligament damage.