United have been even more suspect at the back this season, leading many to predict a goal-fest on Sunday.
"They are conceding a few goals and we have a big threat as well with our players, so we will try to exploit those weaknesses," said Di Matteo, who admitted Robin van Persie - who scored a hat-trick for Arsenal at Stamford Bridge last season - had made United more of a threat.
"He's scored some vital goals already.
"They're a strong team and they were at the top last season and have added to it.
"You wouldn't expect them to be anywhere else."