The Gunners only need a point in their final game against Napoli on Wednesday to finish in first place in Group F, although a defeat may still see them claim top spot.
With plenty of strong sides still in the competition as it heads towards the last 16, Szczesny believes that Arsenal need to give themselves as favourable a draw as possible if they make it through to the next round.
"I think it's important to finish top," he told the club's official website. "This year as well most of the big boys are top of their groups so coming on top of our group will give us probably a better draw in the last 16.
"I don't think we should approach the game thinking that we need to avoid a defeat. We believe that we're good enough to go there and get a win. We don't need to change our attitude, we need to keep it going the way we have been and that should give us a result."
Arsenal beat Napoli 2-0 when the two teams met in the reverse fixture at the Emirates Stadium in October.