Arteta issued a rallying cry ahead of their semi-final second leg against Villarreal which they will kick off trailing 2-1 from the first leg in Spain.
Arsenal have struggled in their previous two competition knockout ties at the Emirates, losing at home to Olympiacos and drawing with Slavia Prague.
Arsenal must overturn a 2-1 deficit against Villarreal to book their place in Europa League final
Arteta said: ‘Time to change it. We have to embrace the challenge, the opportunity we have ahead.
‘I think it is the 10th time the club is in a European semi-final so it doesn’t happen very often so we have to take the opportunity tomorrow and earn the right to be in the final.’
Thursday’s game will be Arsenal’s first back at the Emirates since their 1-0 league defeat to Everton, which was preceded by huge fan protests against owner Stan Kroenke.
More supporters are expected at the Emirates ahead of Villarreal’s visit though the idea of gathering and channelling their energy to give Arsenal’s players a rousing welcome when their team coach arrives has also been suggested among the fan base.
Arteta said: ‘I think that will be great. We have been missing them so much. We need them and if the players and the team feel that they are right there behind them, supporting them.
Mikel Arteta wants his Arsenal players to ’embrace the challenge’ that awaits them in Europe
‘Again I think it is the 10th time the club is playing a European semi-final so it’s a big moment for us so hopefully we can have them closer than we had them already in the last few months.
Manchester United’s fans furious protests against their owners resulted in their game against Liverpool being postponed on Sunday.
On his message to Arsenal fans planning to come to the ground, Arteta said: ‘I think that they have to be able to express themselves and if it’s done in a pacifistic way they have the right to do it.
‘We will try to prepare the game in the best possible way. I wouldn’t like to use any excuses if something happens with that.
‘I know that the only purpose of the fans is to defend the club and they want the best for the team and will try to do the same.’
Arteta is hoping Arsenal fans give his players a rousing welcome at the Emirates on Thursday