The Gunners lost out to Manchester City, with Xhaka determined this season's Bundesliga table toppers will not make the same mistakes.
Xhaka told ESPN: "It's good and we can be proud of it, but nothing is won yet. I am speaking about my own experience of what I had last season.
I think it was similar points over second and we didn't win the league. I know the experience and this is what I shared with the dressing room. Of course, 10 points is a lot in football when you have 10 games left."
On warning his teammates about his last season experiences, he added: "For sure - and they know.
They are asking me day by day 'You've been in this situation, how was it and what happened?' I tried to explain it to them, but you can't explain it with words. You have to feel it. Let's see where we are after 34 games."