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The Gunners went top of the Barclays Premier League with a 2-1 victory over Fulham on Saturday. However, it was anything but a convincing rearguard display from Wenger's men, who are without injured centre-back Thomas Vermaelen until the New Year.
Arsenal have been criticised for an apparent soft backline this season, which saw them beaten in their last two Champions League away games to leave qualification for the knockout stage dependant on beating Group H whipping Partizan Belgrade at Emirates Stadium tomorrow night.
Arshavin, who has six goals so far, believes the Gunners need to tighten up if they are to push on and have a successful campaign.
"We struggle all the time in defence. We have to score more than we concede. That's it," said the Russian.
"It is very frustrating. We are trying to improve, but we can't. We don't just blame our defenders. Sometimes I can't run, and let defenders cross so the forwards score a goal.
"It doesn't always depend on defenders. As a team we need to improve defensively."
Arshavin believes while Arsenal have blown their chances of finishing top of the group to secure seeding for the knockout stage, the Gunners should not fear anybody.
"I think we have no chance of topping the group," he said.
"It is disappointing, but we always knew Shakhtar and Braga were good teams, especially at home. Unfortunately they showed that against us.
"We will get a difficult draw, but Arsenal want to win the Champions League and if you want to win it you have to play the best teams, like Barcelona and Real Madrid.
"It doesn't matter if it's in the last 16, quarter-finals or semi-finals."
Centre-back Laurent Koscielny has been given the all-clear to feature after a head injury. However, fellow defender Johan Djourou (thigh) will be rested and Emmanuel Eboue comes back into the squad after missing the win over Fulham to protect his recent knee problem.
Captain Cesc Fabregas (hamstring) remains out, along with Vermaelen (Achilles), Abou Diaby (ankle) and goalkeeper Manuel Almunia (elbow).
Source: DSG
