The 31-year-old Spaniard said the London club could not be better placed to claim their first piece of silverware in nine years despite their 5-1 Premier League mauling at Liverpool F.C. last Saturday and the 0-0 home draw with Manchester United F.C. in midweek.
"Some people have been waiting for us to crash and when you crash obviously you're going to get headlines but we know where we are," Arteta told the club website (www.arsenal.com) on Saturday.
"We've worked really hard up until now to stay in the position we are in. We want to maintain that and again on Sunday we've got a great opportunity to go through in the cup.
"We can't afford to have any breaks between the squad, manager, directors and the supporters. I think the fans have been terrific through the year, they've been really helpful and the players really appreciate that," said Arteta.
"If we can keep that atmosphere at the Emirates it's going to be crucial, in my opinion, because we are really strong at home."
Arsenal F.C. are second in the Premier League, one point behind leaders Chelsea F.C., and also meet holders Bayern Munich in the first leg of the Champions League last 16 at the Emirates on Wednesday.
"We have a great chance to win something this year so we need to stick together, accept that sometimes things are not going to go well ... and just value that the team is trying very hard and doing the best we can," said Arteta.
Arsenal F.C. look set to be bolstered by the return of Mathieu Flamini on Sunday following suspension but fellow midfielder Santi Cazorla is doubtful through illness.