The London outfit currently sit third in the Premier League table, but are locked in a battle with Chelsea, Tottenham Hotspur and Everton for a place in the top four.
He told the club's official website: "We have to start well, we have to keep playing as we are at the moment, to keep looking forward and play the Arsenal way.
"It will be a massive step forward [if we win] because we would play our last games with more confidence and in a good position. We know we have to win.
"We know we can put them away if we win against them and give ourselves a bit more breathing room."
Sagna has made 25 appearances for Arsenal this season.