The Tigers bounced back for two defeats on the spin in the Premier League to claim their first ever win over the Reds in a 3-1 victory at the KC Stadium.
Sagbo told the club's official website: "We played really well at the weekend. The whole team was fantastic and we had a great sense of satisfaction at the result.
"Now we have to do it all over again against Arsenal. Every game at this level is difficult but this will be one of the toughest.
"But, if we can repeat our performance against Liverpool, then I am confident we can get something from the game."
Hull are 10th in the Premier League on 17 points after 13 games this season.