The Blues gave their title hopes a boost on Saturday as they dismantled the Gunners at Stamford Bridge.
Jose Mourinho's side return to action next Saturday when they make the trip to Crystal Palace.
"We need to enjoy this victory because you don't win every time 6-0 against Arsenal. We had a really good game but we are just focusing game by game now," Azpilicueta told the club's official website.
"We enjoy this but after, the only thing we are going to have in our mind is the game against Crystal Palace and we have to be tough and try to get the three points."
Chelsea are four points clear at the top of the Premier League table with eight games left to play.