The Theatre of Dreams has been the stuff of nightmares in recent years for the Gunners, who last tasted victory in the league there in 2006.
But Arteta is a keen student of the Premier League rivalry between his side and Manchester United and wants to write a new chapter there this Sunday.
The Arsenal boss said: “It would be great, I think it’s been 14 years since Arsenal have won a Premier League game at United.
“And, after the defeat like we had against Leicester last week, I think it’s the perfect scenario to go there and try to do that.”
United versus Arsenal used to be a fixture that decided championships and cemented legacies.
It hasn’t enjoyed that status for a few years now, but Arteta came to know it as one of the great games in English football long before he ever played in it.
Asked to pick his most memorable, he singled out the famous 2002 clash “when Arsenal won the title!”
Arteta said: “Since I was in this country and was watching the Premier League, it was the most exciting game probably of all season.
“As well as the rivalry between the two clubs at that moment, because they were constantly fighting with each other for the Premier League title.
“They were tense, emotional, it was passionate, some really good games and situations that occurred there.”
Arteta’s first win as Arsenal boss came against United last season at the Emirates, and he has also scored big wins over Liverpool, Chelsea and Manchester City.
But his side have already lost at Anfield and the Etihad in the league this season and Arteta is demanding more consistency.
He said: “This is the challenge now. We’ve done it against some big teams already, now we have to do it in a consistent way.”
Arteta also admitted that his Arsenal project is suffering from being unable to make an emotional connection with the fans as football continues to bar supporters.
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He said: “When you are trying to build a new project you need your people and your crowd. To feel that they belong to what we are trying to do.
“We are now suffering when they are not in the stadium. I really want them to see closely what the team is trying to do, so they can feel that connection with them.
“That is a really powerful thing. It is a shame that we don't have it but we just try and adapt.”