Benitez said: "It was important for us to beat Everton last week. But we know it's important to win every game that we play.
"I don't think the fact we have a five-point lead can give any leeway over team selection against Arsenal.
"We need to keep winning to keep confidence high. Everton are playing Derby on Sunday and normally you would expect them to win that. So it is important for us to get a win at Arsenal - or at the very least make sure we don't get beaten."