Off the back of taking their first league title in 22 years, the Gunners have started this season with nine victories from 10 matches.
The European triumph marked Arsenal’s 14th consecutive victory in the group stage of the competition. The Gunners missed out on Champions League glory last term following an agonising penalty shootout defeat to Paris Saint-Germain.
“It is an absolutely unbelievable run,” said Merino of Arsenal’s winning streak which stands at almost two years. “We know that we’re making history.
“At the same time, we know how difficult it is to win games, so we give a lot of value and credit to the team for what we’re doing.
Mikel Merino featured as Arsenal lost to PSG in Budapest last season
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“The goal and objective is to win the Champions League, to win the Premier League, to win everything. That’s what the manager wants. That’s what the fans want. That’s what we as players want, too.”
And pressed as to whether he believes Arsenal are in a position to do that this season, the Spain international replied: “Absolutely. This is our mentality and the aim.
“We were so, so close last season. That proved to us that we are ready for it. Now it’s about details. It’s about being present and ready in the right moments, and of course we believe that.”
Arsenal will bid to extend their winning run in the group phase to 15 when they travel to Germany to face Bayern Munich next week.
Before then, the Premier League champions will take on Nottingham Forest at the City Ground with midfielder Martin Zubimendi likely to be back in contention after he suffered an ankle injury in a training session following Arsenal’s win against Leeds last weekend.
Piero Hincapie also suffered an ankle issue during the post-win training session at the Emirates Stadium.
“Zubi is much, much better,” said Arteta. “Piero is improving, but it looks more significant. I think it will be a matter of weeks (before he is available), but we don’t know exactly how many.”