The Gunners are hoping they can end a hoodoo that has gone on longer than two decades.
After finishing second twice in two seasons, manager Mikel Arteta had hoped to get over the hump this time around.
Speaking to talkSPORT.com, club legend Martin Keown said that Bukayo Saka’s recent injury is not an excuse: "It looks like Saka will be out now for around 13 games, we're all looking at the fixture list.
"I don't know of a player that has created more chances for his colleagues in the Premier League this season, so he's obviously going to be a really big miss.
"It's up to someone to step up, maybe (Ethan) Nwaneri, who has been playing in the (Martin) Odegaard role, maybe he could come in to the front line and give us something different.
"Jesus has suddenly scored five goals in a week, that's been a long time coming, so he needs to sustain that.
"But it's in that final third where there needed to be more creativity and it could be less now as you're losing one of the best players in the Premier League."