The Gunners' Premier League title challenge appears to be over considering that they are now 10 points behind leaders Liverpool in the table.
However, the North London outfit are just one win away from the FA Cup final as they prepare to take on Wigan Athletic at Wembley on Saturday.
"It would be a big lift for everyone because you still have a lot of players here who don't know how it feels to win a trophy," The Express quotes Rosicky as saying.
"Mainly the guys who are coming through like Jack [Wilshere], Aaron [Ramsey] and all these boys. They don't know how success tastes, so it is a massive chance for us to win a trophy this year. It would be a building block for these boys."
In the league, Arsenal have five games left to ensure Champions League qualification.