The Azzurri have to beat the Gunners by three clear goals to guarantee a place in the knockout stages and could still go out of the tournament even if they reach 12 points.
"We have to just think about winning our tie," he told Sky Sport 24. "If we win and still go out with 12 points, then that will just be misfortune.
"I've never seen a side go out of the competition with nine or 12 points – this is really a horrible situation.
"We can win a title this season. We want to make the fans happy. This is a really important week for us, but we need to remain calm and get to Wednesday with a cool head and a hot heart."
Napoli are level on nine points with Borussia Dortmund in Group F, three points behind leaders Arsenal.