The French outfit are away to the Gunners at the Emirates Stadium in Group F and Gonzalez, an Arsenal transfer target in the summer, knows that Arsene Wenger's can do some damage up front with Robin van Persie and former Lille star Gervinho in red hot form.
"This match is very important for us. We need a minimum of one point to boost our chances to progress to the next phase but we know that London is not an easy venue," he told skysports.com.
"Robin van Persie is in sensational form but I've noticed Gervinho is also much improved.
"I think that for the Ivorian it will be special because of (former club)Lille's ancient rivalry with Marseille.
"We do not go to London looking for the 0-0. It would be a disaster because Arsenal at home and with the ball under control guarantees defeat."
"We need to stop the Gunners' creative front line and prevent their forwards receiving the ball comfortably in our area because that would be very dangerous.
"I feel convinced that Arsenal and Marseille will advance from this round but we want to be first in the group so we must win in London."