The veteran Spaniard, who signed for the club this summer, hopes that they can still fight for the Premier League title.
While the Gunners are nine points adrift of Liverpool, Merino does not believe the season is lost.
Asked if they have to start winning every game, Merino said after a 1-1 draw with Chelsea: “That’s obvious but we don’t have to look at the negatives. We have to look at the positives.
“We have to look at ourselves, at how we want to perform, and not start thinking about what is going to happen if we lose. That’s adding extra pressure.
“We know we have to win every game. We know that. We want that and we have to work for that – and in order to achieve that we have to focus on the present, on ourselves, on improving and getting better. That’s what we are going to do.”