Arteta has excelled domestically since being placed in charge of Arsenal back in December 2019, winning the FA Cup in his first season and finishing second in the Premier League last year.
The Spaniard, however, has struggled in Europe having only managed to reach one Europa League semi-final in three seasons.
And asked if he feels like he has a point to prove in Europe, Arteta said: “For sure.
“I think it is not that we have to prove, we had to come back into Europe being the club we want to be, have that presence and the results that tell them we are back in a strong way - we haven’t done that yet and it needs to be done.
“I am enjoying [playing in the Champions League], it is a great feeling. It makes you proud, it makes you feel that it is the level the club should be at and we are competing really well so let’s continue to do so.
“You have to sweat, dig in a lot and play well in games to deserve to win them. We are playing against really tough opponents.
“PSV have won all of their games in their league, they have only lost against us. Sevilla is a very tough place to go and tomorrow is going to be a really difficult game but hopefully we can be better than them.”
Arsenal have been in fine form in Europe, scoring nine goals in four games, but domestically their attack has struggled.
Arteta has put that down to the way teams now set up against Arsenal, with many looking to sit deep and frustrate them.
“It’s not going to be as fluent, it’s not going to be as hectic because there’s no space to run,” he said. “When you’re sitting in traffic I want to go 100 miles an hour but I have three buses and 55 taxis and motorbikes around me, so it’s tricky.
“We need to want to get to where we want to get. In order to do that we have to be really solid. We’ve been really, really solid.
“Game state is a big definer of that. You see that time and time again in the league or any other. In the Champions League what happened? We were really exciting. We scored early against PSV, we did that against Sevilla. That’s a big thing.”