City’s title resolve will not be shaken despite Monday’s setback at Arsenal.
Goals from Theo Walcott and Olivier Giroud ensured Yaya Toure’s sublime second-half strike proved only to be a consolation.
But Sagna knows no championship is won in December, even if there are lessons to be learned from the performance.
The Frenchman said: “It’s hard to take, I think we started the game really well, we had possession of the ball, and on their first shot they scored.
“So it was a bit against the game but we had to keep going to defend well as a team and we conceded before half time.
“So it makes it difficult against a quality team. Now we have to keep our heads up because they are creating a gap.
“We have to keep the head up, keep working hard and bounce back in the next game.”
Moments before Walcott’s thunderbolt City had a great chance of their own, but Kevin De Bruyne’s shot slide wide of the post.
Sagna added: “It was vital to score because I know this team quite well. I think we played quite well in general, of course we conceded some chances, but apart from that we could have scored before they did.
“It’s not a blow personally, I want to keep working hard, I want to fight to the end because we have many games to catch up, of course we have a gap now but as I said the league is going to be very long. We have to play them at home, we have to play Leicester so we have to keep the head up keep working and keep sticking together.”
Asked what City need to return to winning ways Sagna reflected: “A bit of luck and a bit of quality going forward and defending.
“We conceded two goals and as a defender I can’t be happy about that. But we need to communicate a bit more, to focus a bit more and to stick together as team a bit more and I think it will be okay.”