The 33 year-old Panathinaikos midfielder will return to the Emirates Stadium to play for Brazil in an upcoming friendly against the Republic of Ireland.
Gilberto told the Arsenal website: "They must believe in themselves, in their quality. They must believe in themselves that they can win their remaining games.
"Arsenal need to achieve the first trophy to feel that they can do it, because for a player it is very frustrating when you go through a whole season and have been very close, but at the end you don’t get the reward for your job. I’m sure if Arsenal win their first trophy, they are very young and their confidence will be higher and they can win more and more. It’s up to them to believe that they can do it."