Arsenal defeated the Blues in the FA Cup final back in August and, despite their lowly position in the Premier League table, that means they must not be underestimated.
"We were obviously disappointed with that result but now we're four months later, it's a different competition and a new game," said Azpilicueta to the club's website.
"They are not in their best form but we know their qualities and that they have dangerous players so we have to cope with that.
"We respect them and we know it's going to be tough but we need points so hopefully we can go there and play our game. We have the confidence and belief to do that and obviously we will try to get the points."