"You have to approach it in the right manner and try to play with a tempo," he said. "We have to close them down. If we give them time (on the ball) they will absolutely ruin us.
"So, yes, we have to be up in their faces. But I'd call it a West Ham working performance. I wouldn't call it the Blackburn way."
Neill had the satisfaction of winning for West Ham at the Emirates last season.
"We beat them 1-0, although if it had been a boxing match, we'd have had to throw the towel in," he admitted.
"We ground it out and stuck together. But you always know against Arsenal you can have them for 89 minutes, then they only need one flash of brilliance from one of any number of their players and that's it."