The Gunners host Norwich on Wednesday (01.07.20) night and are currently in tenth place in the Premier League, with the Spanish coach warning them they need to win their remaining seven matches.
Arteta said: "Every game is going to be a must-win game from now because we have a few teams ahead of us so the margin for error is minimal."
The match will mark the first time Arsenal have played at the Emirates Stadium since football resumed following the coronavirus suspension and the former Gunners player feels his side prefer playing on home turf, even though there will be no fans present.
The 38-year-old coach said: "At home we have to be very strong if we have any chance of finishing in European places.
"We really want to play at home; that's where we enjoy (playing) more. But obviously, not having the fans is a tremendous disadvantage."
Arteta confirmed that defender William Saliba, who has spent the season on loan at Saint-Etienne, will be given the chance to represent the Ligue 1 side in their French Cup final against PSG.
The former Manchester City assistant coach said: "He's been over there all year, he's earned his right to play that final if the manager wants to do that.
"We have to give him the opportunity to do that, to enjoy that and we'll have him after."