Wigan go into the game off the back of a 1-0 win over Manchester United as they look to battle against relegation and Rosicky admits that it will not be an easy game for the in-form Gunners.
"We have a great chance to stay in third position but now we have to make sure of it," Rosicky told The Guardian.
"That starts against Wigan – and make no mistake, it's a very big game for us. People might not usually regard a match against Wigan as such a big one but they are still battling relegation, so there is a lot at stake for both of us.
"We saw what can happen against a team fighting for its life when we played away at QPR and we expect the same kind of performance from Wigan on Monday.
"We saw Wigan beat Manchester United last Wednesday, so that's an indication that it will be a tough test for us. We'll have to be on top of our game to win, no doubt about it."
Arsenal can open up an eight-point gap in third with a win over the Latics.