The Chelsea striker, who spent two years with the Gunners between 1997 and 1999, also stated that the Blues were a bigger club than their North London rivals.
The comments have come just a week after Chelsea came from a goal behind to beat Arsene Wenger's men 2-1 in the FA Cup semi-final.
The Frenchman, who is the Premier League's joint top-scorer despite a run of 11 games without a goal, has had a turbulent relationship with Arsenal fans ever since he left for Real Madrid and his latest outburst will not have helped matters.
"Chelsea are a mega club composed of top players, within which you have to win every game because you are under massive pressure," he said in the Daily Mirror.
Pressure"You have to win week in, week out. It is different from at Arsenal. There is a context surrounding the club because of the chairman Mr Abramovich that makes people speak about Chelsea more than about Arsenal.
"Arsenal are composed of young players, aiming for third or fourth place, but we do not really speak about them for the title.
"Chelsea are like Real Madrid - the pressure here is huge."
However the 30-year-old did praise Wenger for bringing him to England from Paris St Germain as a raw teenager.
"I still enjoy a tremendous relationship with Arsene," he added.
"You must respect such a manager for all the things he has done for so many players.
"Thanks to him I have got to know England and I am still there despite all the things that have happened throughout my career."