Man Utd lost 2-1 at Old Trafford to city rivals Manchester City, whilst Arsenal extended their lead at the top with a further five points after another win over Blackburn on Monday evening.
Rio admits Man Utd had a poor weekend, but say's they have a big chance to put things right when they face Arsenal at home on Saturday in the 5th round of the FA Cup.
"It was a very bad weekend," he told MUTV.
"We've all been thinking about the reasons why it happened and how we want to pull ourselves together and get the result out of our minds.
"The best thing you can do is to come into training and just get focused on winning the next game, and that's what we're doing."
Manchester Utd have been confirmed the second richest club in the world this week. 1 space behind Real Madrid.