The Gunners recorded their third successive league victory last weekend with an important 2-1 win at West Bromwich Albion.
Rosicky got both goals in that success and declared that his side are capable of overhauling Tottenham Hotspur and Chelsea if they stay focused under pressure.
He told The Mirror: "Sometimes it's not easy when you see and hear what is going on around.
"Everyday you have to be prepared 100% to come to training and fight for your club. That's what you've got to do. It's important to just concentrate on ourselves and what we're producing. And if we continue like this, I am confident we will be there.
"It always gives your confidence a big lift when you win in Munich, and when you have such a difficult games like this, where in the last 20 minutes we've got our backs against the wall."