Up next for Boro is a winnable game against Bournemouth on Saturday, with the manager adding: "This group don't know how to give in and they will never, ever stop".
However, Middlesbrough are also desperate for the points to stave off relegation this season and in fact Boro have conceded less goals than Arsenal this season.
If and seemingly when Middlesbrough follow their North East neighbours Sunderland down the Premier League trapdoor, no one could possibly question Adam Clayton's commitment to the cause. They played with such an intensity, I couldn't ask any more of them, ' he said.
"We've been in most games and only been pipped by that extra bit of quality that you need to have".
"There are enough points still to play for", he said. We all realise the task ahead but equally we are six points off it, a game in hand and a terrific goal difference. You have to keep believing. We have to keep believing and keep the chin up.
"The gap hasn't been getting any bigger, but now we are getting to the stage where we need to win". If we don't, it will be goodnight.
"I think we're going to have to win them all - we're capable of doing that but it's going to take an enormous amount of concentration in every game".
Clayton said: "It is hard to come out of games like that".
After the game, a proud Agnew praised the determination of his side. One win will change it all.
In Monday night's narrow and somewhat unfortunate defeat to Arsenal, the 28-year-old may not have dominated the midfield with class and an excellent passing range but his relentless work ethic at least gave the hosts a chance.