Petit also played for Chelsea during his career.
Petit told the Sunday Mirror: "For me, it is vital that Arsenal start to beat the big clubs in the league.
"The last week has not been a good one for Arsenal. They dropped points at home to Everton and, although they went through in the Champions League, they were beaten by Napoli, then lost at Manchester City.
"This an opportunity for them to show they have what it takes.
"I know they lost in the Capital One Cup at Sunderland last week, but the priorities for them are the Premier League and the Champions League.
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