The Gunners were held to a goalless draw in Tuesday night's first leg to leave next week's decider hanging in the balance.
"We have to have confidence in ourselves to come through this test," Oxlade-Chamberlain is quoted as saying by Sky Sports News.
"Besiktas are a quality side, and it is not going to be easy at all, they will fancy their chances as well, which will make it a good game.
"But I am confident in our team, if we approach the game in the right way, match them physically and competitively, then hopefully our technical side of our game will come through at the Emirates and we will be able to come away with a win."
Arsenal have qualified for the Champions League in each of the last 16 seasons.