Real Madrid are at Arsenal tonight for the first-leg of their Champions League quarterfinal.
Keown admits Mbappe could be the key on the night.
Keown told talkSPORT: "You do it together as a back four.
"Arsenal like to press. It's where you press and making sure you control him (Mbappe), he doesn't control you.
"We did see a situation against Isak for Newcastle where they had a lot of players running into space. Maybe Real Madrid have looked at that.
"Arsenal can go and sit very deep and then they're harder to break down. But it's initially when you lose that ball, whether or not you're going tight to your man or whether you're pushing up as a team. So that needs to be worked out.
"And I think by and large Arsenal have done that very well, done that better than anyone else in the Premier League so far this season. Their defensive record is outstanding."
Keown believes any winner will depend on "a moment brilliance".
"It will come down to a moment of brilliance," Keown said.
"There will be those one-v-one situations and it's about picking up the rhythm of Mbappe.
"He's usually flat out. You're pressing the green light and you're going for it.
"Top players all around him. Rodrygo and Vinicius, they stop on a six-pence, they've got ABS brakes and then they run like the wind. So it's how they use their pace.
"And you don't really want to be isolated. So Arsenal need to get bodies around to protect.
"But they're capable of causing what would be a major upset. Because Real Madrid always seem to find a way to win.
"And it's about time they went out early in a competition."