The table-topping Gunners arrive in Manchester eight points clear of their rivals in the Premier League, and Vidic feels that the team must begin to claw the deficit back, beginning today.
"We have to step up for a big game like this. We have to prove to everyone, including our fans and ourselves, that we are good," Vidic told The Mirror.
"That is the challenge for us, Arsenal have played really well this season but we have to show we can do better than we did in games like Manchester City.
"I have seen signs we are getting better but good players raise their performances in big games and Arsenal is definitely a big game and one we're looking forward to."
Despite United's stuttering campaign so far, they entertain the Gunners on the back of an eight-game unbeaten record.