The Blues won in their Champions League opener against Maccabi Tel Aviv, beating the Israeli champions 4-0, with the Spanish getting on the scoresheet scoring the third goal.
"There's nothing better than a game against Arsenal to win and fix this situation," Costa told reporters
"If we win then we'll take a step forward in terms of confidence and points; we know about the importance of the game.
"We have to remain calm
We have enough quality to fix the situation."
"it wasn't just important for me because I scored but also for the defence as we didn't concede," he added
"The most important thing is the victory, which gives us confidence
It's important to win, to score and not to concede goals
Big teams have to win.
"We know we are in a tough situation right now so, to fix it, we have to win games.
"The fact we won [against Maccabi Tel-Aviv] is important to get confidence ahead of the next game here at Stamford Bridge in front of our fans
We know we have to give a little bit more; we are the champions of England and conquered the title last year with the same players we have now.
"We are the same ones but we do know we have to give that extra little bit of ourselves - the manager demands it
We have quality and players to fix this situation."
Chelsea face Arsenal at Stamford Bridge on Saturday with one Premier League win from five matches trailing leaders Manchester City by 11 points.
Source : DSG
Source: DSG