Last season the Gunners won their opening three matches in the Group Stage before eventually finishing second in the table to set up a last-16 encounter with eventual champions Barcelona.
Rosicky admits that topping Group F this time around is the priority.
"It must be our aim to win the group, especially after what happened to us last year when we were not top of the group," he told arsenal.com. "In the last three games we messed up.
"Marseille are a direct contender for us who would like to qualify from the group as well.
"It's a big game and we want to be successful there. It looks like it will be between us, Dortmund and Marseille so it will be a vital game for us."