Champions Bayer Leverkusen edged past Augsburg 2-1 on the last matchday on Saturday to become the first team in the history of the Bundesliga to complete a full season without a loss.
Bayern Munich coach Thomas Tuchel confirmed on Friday he will leave the club at the end of the season, saying he "couldn't agree on terms" to stay on.
Bayer Leverkusen stretched their season-long unbeaten run to 50 games with a 5-0 win at 10-man Bochum on Sunday.
"For a goalkeeper who's been around for a while it's something I've already experienced, but the goal was brutal."
Real Madrid showed they remain Europe's comeback kings.
"The first error is made by the linesman, the second comes from the referee," Tuchel said.
Six-time Champions League winners Bayern Munich head into Wednesday's second semi-final at Real Madrid, looking to change the narrative surrounding their disappointing season.
Bundesliga champions Bayer Leverkusen extended their season-long unbeaten run to 48 games with a 5-1 win at Eintracht Frankfurt on Sunday.
Bayern, who are in second place on 69 points, two ahead of Stuttgart in third with two games left, face Real in Spain on Wednesday after their 2-2 draw in Munich.
"We were very close, that is the reality. It's painful, but we have to learn from this. We had our moments, especially in the first half," Arteta said.
Arsenal, who have never won the Champions League, travel to the home of Bayern with little time to lick their wounds, targeting their first semi-final in the competition since 2009
Bayer Leverkusen's record-breaking run to their first Bundesliga title was no fluke, with a 16-month plan coming to fruition.
Bayern's win means Xabi Alonso's Leverkusen, 13 points clear of the Bavarians, need to beat Werder Bremen on Sunday to lift the Bundesliga for the first time.
“They are fine and only went to hospital for a routine check-up,” said a spokesperson for the England captain.
The former Tottenham striker enjoyed a prolific record in north London derbies and a summer change of scenery made no difference.
Tuchel's team are on the brink of surrendering the German title for the first time in 12 years after a brutal domestic campaign.
Freund told reporters Tuchel would "100 percent" be in charge for the quarter-final first leg in London, despite admitting "losing twice in a week is incredible".
Bayern Munich squandered a two-goal lead to slump to a shock 3-2 loss at Heidenheim on Saturday that all but dashed the Bavarians' slim Bundesliga title hopes with six games left to play.
Bayern Munich's Bundesliga title hopes all but evaporated following a 2-0 home loss to Borussia Dortmund on Saturday that left them 13 points behind leaders Bayer Leverkusen with seven games remaining.