The Blues have been hampered by inconsistent home form and they were held to a 2-2 draw by Southampton in midweek after surrendering a two-goal lead at Stamford Bridge.
Arsenal make the short trip to west London with Chelsea in need of a win to cement their place in the top four and Benitez has urged his players not to let a lead slip away again.
"The team are scoring a lot of goals, as we expect them to, but we have to manage this advantage in a better way," the interim boss said.
"We have to be more clinical.
"We have to defend as a unit, as a team, be more compact and not give them any hope they can score."
Benitez believes a clash against close rivals Arsenal will provoke a response from his team and he hopes they can extend the eight-point lead over their neighbours.
"It's always important when you have a draw at home to have a big challenge ahead of you," he said.
"To have Arsenal is a very good thing for me and the players. They are a rival who are close to us. We have to use that as a positive.
"They are close (in the league) and if we win there'll be a big difference."
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