The Blues do not have the best of records against their London rivals since the start of last season, losing three and drawing three of the last seven encounters.
Chelsea were held to a second successive home stalemate in this fixture when the sides faced off in the first leg a fortnight ago, leaving things delicately poised ahead of Wednesday night's return match.
Asked what he is expecting from the game, Conte told the assembled press: "When you play against Arsenal for sure you must be prepared to suffer without the ball. They like to bring many players in the box and find combinations.
"For this reason we must pay great attention. We have to be compact with the ball but at the same time dangerous when on the ball. Last season we saw two different games. The first one was a disaster, we lost 3-0. The second game at home we won 3-1.
"In this season the first game in the league ended 0-0 and 2-2 in the second game. We are showing to be at the same point, with the same value. Tomorrow there is not another game and we don't have another possibility and we need to try to reach the final."