The Gunners host Napoli in the first-leg of their quarterfinal tie.
Sagna, now with Montreal Impact, told TMW: "Arsenal is the team of my heart and I can only support it. (Unai) Emery has a good squad, quite young. He is having a good season, now he wants to qualify for the next Champions League and must do so through the championship or by winning the Europa League.
"It will not be easy to arrive among the first four in the Premier because the competition is fierce, Chelsea and Tottenham do not give up, but it will not even be easy to win in Europe.
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