Victory on Wednesday night would make Chelsea the first visiting side to win six matches in all competitions at Emirates Stadium.
After coming away unbeaten from trips to Liverpool and Tottenham Hotspur this season, Courtois believes another positive performance against a leading side will be key as they try to close the gap on leaders Manchester City.
"The away games are very important and if you want to be high up the table you have to win those," Courtois told the official Chelsea website.
"Our mentality has been good in those games. We go into away matches in the same way we do when we're playing at home, with the mindset that we have to score and win."