The Gunners are top of the Premier League table at Christmas and also alive in the Carabao Cup and Champions League.
“We know that in every competition we play we know we can win it,” said Saliba. “We have been close in the Premier League in the past three seasons and last season we were in the semi-finals of the Champions League and the Carabao Cup so we know that we can win every competition.
"But we have to show that on the pitch and we have to start winning trophies now.
“The mood is good but we know that we are still in December and things can happen quickly in football so we have to stay focussed and keep believing in ourselves and keep working because what matters is at the end when we are holding the trophies and not before.”
The France international also said: “Of course, every competition we want to win it, and we now know that we are in the semi-finals so there are three games left for us, and we have to do the job in January against Chelsea.
“It will be a big game, a big derby, so we have to keep going. We know that we are close and we have to learn the lesson from last season.
“At the end it is one trophy, and at the end of your career we count our trophies, and the Carabao Cup is one of them – and now we are in the semi-final and of course we want to win this competition, like every competition that we play.”
The Gunners will play three games a week until mid February but Saliba added: “Yes, if we have a lot of games, it means we are doing a good job so we have to keep going and hopefully the players that are injured will be back in January to help us and we are good, we are in every competition now, so we have to keep going.”