The Eagles could not convert any of their 31 shots against the Welsh side, managed by former Palace boss Neil Warnock.
The draw meant Palace extended their unbeaten league run to three, but the Scottish midfielder was left ruing the opportunity to get three league wins in a row, following consecutive victories over Leicester City and Manchester City.
“Before the games then yes, we would have taken seven points from a possible nine – but after the first two, no,” said McArthur.
“We had numerous chances to win the game, but we’ve not managed to put one away.
“If we keep creating chances like we did against Cardiff, I am sure we will pick up more wins than defeats.”
The short unbeaten run has seen McArthur line up alongside August transfer window signing Max Meyer in each match as the German international continues his claim for a regular starting spot.
With striker Connor Wickham also back in the squad following a long-term injury, the future, starting with Chelsea on Sunday, looks bright for the team from SE25.
“Max is a good player who is very tidy on the ball and works extremely hard off of it too – it’s a formation and a team which works well together,” said McArthur, who has started all 19 Premier League games this season for Palace.
“All the players are really glad Connor is back too, it’s good, and it’s obviously been a long recovery for him, hopefully he can help us score more goals again.
“We don’t have much of a break [before Chelsea] but we can take confidence from when we’ve beaten them here at Selhurst Park [in recent seasons].
“We know they are a good side but, on our day, we can beat anyone, we’ve played against Man City away and won that, so we need to take confidence [from knowing] that we can compete with the big boys – we can beat anyone.”