By Chris Harris

Tomas Rosicky left Emirates Stadium wondering what might have been on Tuesday night but he insists Arsenal can hold their heads high after their aggregate defeat to Milan.

The Czech midfielder produced another imperious midfield display and stroked home the second goal as Arsenal stormed into a 3-0 lead before half-time.

Ultimately their heavy first-leg defeat at the San Siro cost the Gunners a place in the quarter-finals but Rosicky took heart from a rousing performance in front of a noisy Emirates crowd.

"I am proud of my team-mates because what we produced today was great football, but it's sad because obviously we are out of the competition," Rosicky told Arsenal Player. "We can go out with our heads held high but we blew it in Milan.

"We knew [that we would be making history if we came back] and that's what the boss told us in the pre-match speech. Who wouldn't want to be part of something special? So of course we were up for it and I think you could see that. So it's a shame.

"The early goal was definitely a big boost for us, when you score so early it gives you a boost. Even if we hadn't scored so early we would have kept coming because you have to do that, you have to keep pounding the rock. An early goal makes you think it's possible so it was vital."

Rosicky scored his second goal in nine days after out-foxing Milan goalkeeper Christian Abbiati with a clever finish.

"To be honest I saw that the keeper was moving already to the middle of the goal," explained Rosicky. "I saw his legs moving away from the near post so I tried to place it there and it paid off.

"We had a big opportunity to score the fourth one as well. But always you come back to the game in Milan."

Watch the full interview with Tomas on Arsenal Player now.

Copyright 2014 The Arsenal Football Club plc. Permission to use quotations from this article is granted subject to appropriate credit being given to www.arsenal.com as the source 7 Mar 2012