Newcastle host the early kickoff after their midweek Carabao Cup win against Chelsea at St James' Park.
Willock told ChronicleLive: It's amazing. Our fans are the best fans in the world, I've said it many times before, and I'll keep saying it. We are so grateful to have them.
"What they did is give us the extra push that we needed on the night. At times they were the difference for us. We are so grateful to them for that.
"I was happy, I think it was a good performance and brilliant to win again in front of our fans. We have something to build on now.
"We want to be in a Carabao Cup final again, we have been there before and had a taste of it. But now we are hungry to get there again. Not only get there again but this time go all the way."
On Arsenal, he added: "Definitely - a big game and one which we are playing at home. We are looking forward to it so we will attack it with everything we have We will try to win the game."