The January signing insists Arsenal must be prepared to get tough to win silverware.
Campbell, 35, said: "The lads are playing well and can play even better.
"Playing fantastic football is great but ultimately it is about what you can get out of your career. Young players have to realise quickly that it is not about one game - it's about how you perform over a whole season.
"The lads have to learn - because the games come thick and fast now.
"You can enjoy a win but have to keep cool and look ahead to the next challenge."