Arsenal will face off against the French giants in the first leg of their Champions League semi-final on Tuesday.
A 5-1 aggregate win over Real Madrid in the previous round has made Arteta’s side one of the favourites to win the competition, something the Spaniard is aiming for.
Speaking to the press ahead of the game, Arteta revealed his side aren’t done yet and are confident they can get the better of PSG.
Arteta said: “We are making history, it’s a beautiful story right now - but we want much more.
“You feel it because we have a lot of people who have worked here for many, many years which tells you how unique and beautiful it is. It’s the nicest competition for any European club and we want to do it and reach the final.
“It’s an incredible opportunity, we are here to make history and we are very close and now we have to make it happen.
“We have a massive opportunity, as a club and supporters and it’s about who we are and how much we want it.”