The Gunners may be four points behind Premier League leaders Manchester City, but Arteta's Arsenal have four wins and two draws in the league, along with wins in the Champions League, the League Cup, and they also lifted the Community Shield.
"We have to continue to do that, and that's the mindset that we want in every single game, win in any context, and we had very different contexts throughout this season already," Arteta told reporters on Friday.
"That's going to keep changing, and as you can see now with the amount of situations we have in the team, with uncertainty of players, it's going to be even more.
"Playing every three days, having to win, having to compete in three different competitions in seven days, and that's the challenge, and we are up for it."
With games coming thick and fast, injury problems are clearly a concern. Declan Rice was replaced at halftime in the 2-2 draw with Tottenham Hotspur last weekend. His back injury could see him miss out on the next game.
"He (Rice) hasn't trained yet, we have another session later so we'll have more news about him today," Arteta said.
The Arsenal manager also confirmed that other injury worries, Gabriel Martinelli and Leandro Trossard, who both missed the Spurs game, and Bukayo Saka, who missed the League Cup win over Brentford, have also not trained yet this week.
The immediate challenge sees Arsenal travel to Bournemouth, but with a Champions League game at Racing Lens three days later, to be followed by Manchester City in the league, Arteta is focused on the job in hand.
"It's about now. It's about Bournemouth. It's the most important game of the season."
The Bournemouth match is also about the past for Arteta. His first game in charge at Arsenal back in December 2019 was away to Bournemouth, a game which ended in a 1-1 draw.
"A lot of changes, it's been a while now, it's been almost four years now since that moment, a really special one.
"A lot of things have changed, many of them are positive."
Arsenal, fifth in the table, are away on Saturday to Bournemouth who have picked up just three points from their six league games to date and have yet to win a Premier League game this season.
