Captain Mile Jedinak has urged the Crystal Palace board to act quickly and appoint a new manager.
Tony Pulis left Palace on the eve of the new season, reportedly unhappy with the way the club had done their transfer business in the summer.
Keith Millen took temporary charge against Arsenal, just as he had done when Ian Holloway left last year, but could not guide the team to what would have been a positive end to a difficult week as Palace were beaten 2-1 at the Emirates Stadium by a stoppage-time goal from Aaron Ramsey.
Palace co-chairman Steve Parish indicated the board are looking for someone with experience and who can start ahead of the end of the transfer window – with the likes of former Cardiff boss Malky Mackay, Tim Sherwood, who left Tottenham earlier in the summer, and ex-Celtic manager Neil Lennon among the reported candidates.
Midfielder Jedinak admits the players are hoping the situation will be resolved quickly.
"It is a situation which is a little bit difficult to comprehend at the minute, but it is part and parcel of this game and the job we do," the Australian said.
"You see things happen, but it is up to you as a footballer and as a professional to continue on with your job.
"What happens is out of your control and something you cannot have an influence on, you just need to get on with it.
"We did that and I cannot stress how proud I am of the group. We all know how important it is to get a manager installed at the football club.
"For us it would be ideal (to be a quick appointment), but it is not up to us.
"I am sure the guys above and powers at be know what they are doing and hopefully will get something ready for us in the not too distant future."
Jedinak says the Eagles must regroup for another London derby next weekend when West Ham come to Selhurst Park.
"We addressed things as a group on Friday and said that we needed to put in a performance," he said.
"The boys responded extremely well. I am massively proud of what they did, it is just a shame we did not get something from it.
"On the balance of the game we deserved at least a point, but it is something we need to learn from and quickly."