Craig Levein's men were humbled by their hosts in a friendly in Florida at the weekend.
The end of season get-together was set to kick off preparations for the World Cup qualifiers, which begin with a double header against Serbia and Macedonia in September.
Before then, Australia come calling in another friendly and McArthur is well aware that a major improvement is needed before the action begins for real.
The Wigan midfielder said: "We just need to learn from it.
"We need to learn from the experience. We didn't play well enough and that's what it was down to.
"The best teams in the world get beat. They learn from it and it makes them stronger so hopefully we can do that."
Scotland got off to the worst possible start when they found themselves two goals down with just 11 minutes on the clock.
Landon Donovan - who opened the scoring after three minutes - went on to claim a hat-trick, with Michael Bradley and Jermaine Jones also on the scoresheet.
Geoff Cameron turned a Kenny Miller header into the back of his own net, which proved to be nothing more than scant consolation against a superior side who sit 19 places above the Scots in the FIFA world rankings.
McArthur added: "We didn't perform to our best.
"I thought they played well but, as a team, I didn't think we performed well enough on the night.
"I don't really know where it went wrong to be honest. It was just one of our off nights.
"Since the gaffer has come in, we have performed really well.
"It was an off night for us and it's disappointing. All the lads are gutted."
Temperatures reached 82 degrees during the match in Jacksonville but McArthur refused to use the weather as an excuse.
He said: "We had the same factors. The heat was there for both sides to play in.
"We can have no complaints really. We just didn't perform well enough and it's all down to the players."
With few positives to take from the match, McArthur was pleased to see club-mate Shaun Maloney earn his first cap since a win over the Faroe Islands in November 2010.
He said: "He's a top-class player. It was hard for him because we didn't give him enough service.
"But he worked hard for the team and it was just one of those difficult nights that everyone wants to forget about."
As for his own performance on the night, the former Hamilton player was honest in his assessment.
He said: "Not good enough. The same as a lot of us.
"A few boys played as well as they can play but I think, as a team, we weren't good enough."
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