Rooney said: "We've thrown away some points there in the last two seasons, despite both being really good games.
"I think we should have maybe won at least one of them.
"We know Arsenal are a good team, they pass the ball really well.
"They can make it difficult for you, especially at home, so we'll have to make sure we're focused, we all do our jobs right and try to get the goals to win it."
Rooney has no problem taking on the Gunners so soon after Wednesday's punishing Champions League draw at Celtic.
He told Inside United magazine: "Since I've been at this club the games have been Saturday- Wednesday-Saturday- Tuesday.
"I prefer it that way. I'd rather play twice a week than only play Saturdays."