That was the stark warning from midfielder Santi Cazorla ahead of the clash with the Turkish side at The Emirates where Arsenal will attempt to kickstart their European campaign after failing to turn up in Dortmund two weeks ago.
"It was a bad game (in Dortmund)," Cazorla told Arsenal's website. "Now we are fully aware that we are almost obliged to win the next Champions League game because there may be problematic times for us if we don't so we'd better win.
"It's true that Arsenal have a great record when it comes to the group stage. However, all that history doesn't count now."
Arsenal got off lightly in their Group D opener, lucky to lose only 2-0 in Dortmund after being comprehensively outplayed for 90 minutes by the Bundesliga side who already look strong favourites to top the group.
Although a home match against Galatasaray -- who have never beaten an English side away -- would appear to offer the perfect chance for Arsene Wenger's side to respond with a handsome victory, things may not be quite that simple.
Wenger's squad is at full-stretch after a rash of injuries, the most recent of which came in Saturday's 1-1 derby draw with Tottenham Hotspur when Michel Arteta and Aaron Ramsey were both ruled out of Wednesday's match.
With Jack Wilshere also a doubt after taking a knock to the ankle, right back Mathieu Debuchy out for three months and Theo Walcott still not ready to return from a cruciate ligament injury, Arsenal will not be at full strength.
They still have the attacking threat of record signing Mesut Ozil, Danny Welbeck and Alexis Sanchez, who came off the bench against Tottenham having been rested, and Cazorla, however, not to mention Alex Oxlade-Chamberlain who scored his side's leveller against Spurs.
"The most important thing for Arsenal right now is to win the next game and that is going to change the scenario completely," Cazorla said.
"Once we go through the group stage it becomes even more difficult to win games."
Arsenal are in their 17th consecutive season in the Champions League and not since 1999-2000 have they failed to progress from their group, the same season they ended up losing to Galatasaray on penalties in the UEFA Cup final.
Galatasaray, who began with a draw against Anderlecht, have not been anywhere near as reliable although they did reach the quarter-finals in 2012-13 after a five-year absence from the competition.
They also reached the first knockout round last season but have started the current campaign in mediocre fashion.
A 2-1 win over Sivasspor on Friday was only the second victory in six matches this season for Cesare Prandelli's side.
They will enjoy noisy support in north London, home of a large Turkish population and former Italy coach Prandelli says his side must not arrive with an inferiority complex, despite Arsenal having never lost to a Turkish team over 90 minutes.
"We have to be mentally ready for the challenge, and aggressive on the pitch," he told Turkish media. "We are representing Galatasaray and Turkey in the Champions League.
"We know that wherever we play, our fans support us. We need to play our own game, always and regardless of where we play, with our heads held high."
Camerooon defender Aurelien Chedjou, who scored against Sivasspor, said all the pressure would be on Arsenal.
"We all know Dortmund and Arsenal are the favourites in the group, but there is always room for surprises and we are among the best teams in Turkey and Europe," he said.
"We are going there to do our best until the very end. Not being the favourites of the group eases the pressure we feel."