The Gunners lost more ground in the Premier League title race following a 1-1 draw at Fulham at the weekend and the Gunners captain knows the team need more bite in the final third if they are to win matches and trophies.
Odegaard said: "We dominated the whole game. They didn’t create anything apart from the goal. We had a few big moments there, especially with the disallowed goal at the end.
"We did a lot, but I think we have to be a bit more aggressive going into the box and attacking the box. We created a few bigger chances there but I think that it’s a game we should win.
"So we are disappointed, obviously we wanted to win. We have to move on and that’s it."
However, Odegaard did hail Arsenal for once again scoring from a corner to bring the game level.
The Norwegian international said: "We’re so good at it and everyone believes that when we have a set-piece, we’re going to score. And (against Fulham) we did, and we could have scored a few more to be honest. That’s a good thing and we just have to keep that up."
Odegaard urged Arsenal not to spend too much time dwelling on the result as the matches come thick and fast at this stage of the season.
The playmaker said: "The mood obviously now is disappointed because we didn’t win, but we have to move on to the next, they come so quickly now.
"There’s no time to be too disappointed, we have to move on and make sure we win the next one and that’s it."