The Gunners head to Stamford Bridge boosted by a midweek FA Cup third-round replay win over Swansea.
It was a much-needed performance from Arsenal, who had been blasted as "timid" by manager Arsene Wenger in last weekend's 2-0 home defeat by Manchester City.
A repeat of last season's 5-3 win in west London would move Arsenal back to within striking distance of the top four.
Mertesacker said: "Busy weeks are coming and the most important thing is to build up confidence after the defeat against Manchester City.
"We showed great confidence [against Swansea] right from the start.
"Last season, we showed we can win at Chelsea.
"When we put our opponents under pressure we are always dangerous, that must be our target at Chelsea as well.
"Let's show our character and our ability."
Mertesacker added: "If you want to be in the top four, you have to compete with Chelsea, Manchester City, Manchester United and Tottenham, those teams are in this zone, so we need to win against those four as much as we can.
"That is a good chance to show how good we are."
Theo Walcott finally penned a contract extension on Friday to end speculation about his future.
Mertesacker is in no doubt Arsenal have the perfect blend to secure a succesful end to the campaign.
"We have a good squad, good young players and experienced players, a good balance, but the most important thing is to stick together," the 28-year-old German international said.
"We have young players who are vital at the moment for the team."
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