The Gunners are in a real battle for Champions League qualification.
Oxlade-Chamberlain told The Sun: "We are definitely conscious of the fact we have to make the Champions League. Arsenal are a massive club, there's always pressure and expectation but that's what we have to cope with.
"That's why we have been signed, to deal with high pressure situations and perform at a level which keeps the club where it deserves to be. We have a tough three games to try and make that happen. I'm sure Tottenham and Chelsea are feeling pressure to do the same."