Arsenal earned a memorable 3-0 win over the current Champions League holders in their quarter final first-leg at the Emirates last week.
Declan Rice bagged a brace of free kicks while Mikel Merino also scored, giving Arteta’s side a comfortable lead in the tie.
Real Madrid stars, including Jude Bellingham, are adamant the tie isn’t over just yet, however, and have continuesly warned Arsenal that they have complete faith they can turn it around.
Speaking to the press ahead of the game on Wednesday, Arteta urged his players to ignore any talk regarding a potential comeback.
Arteta said: "We have tried to repeat the opposite message. So in the brains of the players, what they have here in the last 72 hours is something completely different.
"We are very close to them and hopefully that's more powerful than anything else. But again, you have to be out there, you have to experience it, you have to feel it and you have to go through it.
“That's what we have to do tomorrow. I understand that it's the narrative that is going to give the fuel to them (Madrid)."
Speaking about Arsenal's need to be resilient, Arteta added: "We have to prove it now in this context and that's the beauty of it. That's the challenge and that's the great thing about sports.
"That we've shown that we are capable of doing it, that has to give us reassurance and confidence that we can do it. And now, let's talk on the pitch and do it on the pitch. It's the only thing that matters.”