The club technical director added that he "respects" the pressure placed on him by supporters and knows that he is hurting them by asking for patience.
Under Edu's guidance, Arsenal spent a club record £142million over the summer but sit bottom of the League after three games without a point or a goal.
Supporters are growing frustrated with the direction the club is taking under Edu and manager Mikel Arteta - but the technical director says they are building a foundation.
"I respect all the pressure," Edu told Sky Sports. "I came in from Corinthians and then the Brazilian national team where there is unbelievable pressure, just as here.
"I understand the fans. I understand the reason and I accept that, but we will need a bit of time to do what we plan to do.
"I know this type of work, when we are talking about signings, and needing patience hurts Arsenal fans a lot, but it is the reality.
"That's why when I say to you we have to create a good foundation and to create a good foundation you need time."
The Gunners have made a clear change in approach and are targeting younger players after seeing the disastrous impact of deal's such as the move for Willian, who terminated his expensive contract after a disappointing first season at the club.
"The balance is not easy to get but again, we believe in what we are doing," said Edu.
"Talking about my role, I understand the pressure. I understand the pressure on me, Mikel, the board and the club because the situation we are in now is not acceptable.
"But, now is the moment for everybody to be together and I would like to see people step forward in difficult moments and take the responsibility.
"I am responsible for what we are doing."
MORE ABOUT