Top of both the Premier League and Champions League tables, along with being alive in the FA Cup and Carabao Cup, the Gunners are on track for the Quadruple this season.
Saliba said: "Yeah, of course, we want to win every competition. We have the squad for that, we have the coach for that. So, yeah, we have to keep going and obviously be focused on every competition.
"Yeah, of course, we have a good squad this season. We have a lot of good players. Every player who doesn't start can start as well. They are the level to start the games as well. So, yeah, everyone is ready, everyone is ready to step up when we need it."
On Saturday's win at Leeds, the Frenchman also said: "It was so important to win, because last week we weren't happy with the performance that we did at home. We conceded three goals, we lost that point. That's a thing that we don't like.
"We wanted to show that it was just like a mistake that can happen, and now we're back to basics with a good clean sheet against a good team. Because it's never easy to win at Elland Road. So, yeah, we are all happy with the performance, defensively and offensively."