The Gunners made it 10 wins in a row in all competitions on Wednesday after easing past Serie A giants Napoli 2-0 at the Emirates Stadium in the Champions League thanks to goals from Mesut Ozil and Olivier Giroud.
Despite their contemporary hot streak, Arteta feels that Arsenal can still get better when some of their first-team players return from injury.
"It's only early, we haven't won anything yet," Arteta told Sky Sports News. "There is still a lot of work to do.
"I think we can improve as well. We have got a lot of injuries, we are waiting for some players to get back, and we will add more quality.
"There is a lot of hunger around the team. We want to keep winning, it is nice to do and we want to keep the run."
Arsenal host West Bromwich Albion at the weekend in the Premier League.