Chelsea have managed just one win at Stamford Bridge since Benitez took interim charge and Wednesday's 2-2 draw with Southampton followed defeats to QPR and Swansea.
Benitez insisted he is not worried about anxiety creeping into his side when they play at home, despite the fact they threw away a two-goal lead in midweek.
However, he knows there must be an improvement.
"We cannot be happy drawing at home. The next game has to be totally different," Benitez said.
"We have to think how we can improve on the next one. It is analysing and trying to coach the players in the right way.
"We know the problems we have when other teams are well organised."
Chelsea eventually broke Southampton down on Wednesday but failed to kill the game off, and the Saints hit back to claim a point.
"At 2-0 up it is a question of experience and managing the game," Benitez said.
"Our defence as a unit, especially when we are a winning, has to improve."
Arsenal are unlikely to be as rigid in their structures as Southampton, who packed the midfield and made it hard for Chelsea to break them down.
Arsene Wenger's side play a more attacking style of football and they tend not to be afraid to take the game to their opponents.
Blues striker Demba Ba suggested a more open approach from Arsenal could actually help Chelsea.
"It's different when teams come here, they just want to defend and don't want to lose," Ba told Chelsea TV.
"When we go away, they always look to take their chances and they think they can win at home.
"That's why the games are always more open when we play away, but at home we need to get back to winning ways."