The Spaniard believes that the Gunners must go to Molineux with the right mentality if they are to come away with all three points.
Arteta has stressed the importance of qualifying for the Champions League outright by finishing in third spot.
"I don't think it will be easy. We have some good examples this year when we have dropped points against teams near the bottom," The Sun quotes the 30-year-old as saying.
"We have to go there with the right mentality and the right approach and sense of pride. Third place gives you direct access to the Champions League.
"It's been a big fight, we have come all the way through from the back. We are in a strong position now and we don't want to waste it. We had a setback at QPR and it says a lot for our spirit that we came straight back."
Arteta moved to the Emirates Stadium from Everton on transfer deadline day in August.