The Championship side go head-to-head with the Gunners at Wembley, and the Scottish international heaped the burden on their Premier League opponents.
Speaking to BBC Sport he said: "The pressure is on Arsenal, they will have it all on them.
"We'll have some on ourselves too of course. We'll need our goalkeeper to produce a save at some point, and we need players like [Callum McManaman] last season to have to a Man of the Match performance."
The Latics are bidding to retain the FA Cup.