The Blues rearguard had done a good job in containing the Gunners multi-million pound strike force until 11 minutes before the half time interval when Robert Pires broke the deadlock at Highbury.
"3-0 definately flattered them, Bruce said after the game.
"In the first half there was nothing in it and they get a little break of the ball, it falls to Pires and he sticks it in.
"Then up until Henry scores the second goal I thought that if there was anyone going to get something out of the game it was ourselves but how often have we seen Henry do something like that? Thats why he's the player that he is."
At 1-0 down Bruce had made a couple of 2nd half substitutions and one of those, Clinton Morrison, almost levelled matters within 30 seconds of his introduction and with his first touch of the ball. Morrisons first time effort was fumbled by Arsenal keeper Manuel Almunia but he recovered to scoop the ball off the line.
"Maybe we should have had more people in the box to follow up the rebound," the Blues boss admitted.
"Clinton can feel a bit harshly done by in not starting this weekend because he played really well last weekend. But, we felt coming to Arsenal, playing with just one striker and one behind him we could cause them a few problems and frustrate them a bit.
"For large periods thats worked because there was a little nervousness in their play which is I suppose understandable considering the poor run they've had recently."
The result at Highbury left Blues in 15th place in the League table with just two wins from their opening 16 games played but Bruce feels results will improve.
"It's been tough and we realise that we have to roll our sleeves up," he said.
"It hasn't gone for us just yet and I'm still convinced that the players we've brought in will help us but we have to start picking up a few results.
Blues now have two local derbies to contend with, the first away at Villa Park next Sunday followed by a home game against struggling West Brom the week after.
"We've got two local derbies coming up now so lets hope we can pick up a couple of good results which could kick-start our season," the Blues boss said.
"Villa have a good home record but we've done well in the past in derby games. Lets hope we can continue that."