Jol's side go to north London on the back of three unbeaten away trips, but those games have yielded six goals for the opposition.
And the manager was again concerned by a lack of defensive rigour during last weekend's home draw with Everton.
Jol told the club's official website: "It's difficult because for us, with the players we've got, it's important that we dominate possession. That is not easy away from home.
"We want to be better off the ball and that is something we've been working on. Hopefully we can do better than we did against Everton because that was not what we wanted."
Arsenal have struggled for form recently, losing two of their previous three league games and blowing a two-goal lead against Schalke in the Champions League.
Jol said: "Arsenal have always been a good footballing team and they will have been disappointed to lose their last league game against Manchester United.
"But those are two top teams who want to win, and I think they are doing fine."