The Gunners have gone eight long years since they last experienced that winning feeling.
Arsene Wenger's men are well adrift in the Premier League title race, and suffered Capital One Cup humiliation against Bradford City, but they remain in the hunt for FA Cup and UEFA Champions League honours.
Their next outing will see them face Blackburn Rovers in the fifth round of the FA Cup and Szczesny has warned that there is no chance of the Gunners taking a tie against Championship opposition lightly.
The Polish goalkeeper said: "As you know, we're desperate for a trophy - so we hope we can give our fans something to cheer in the FA Cup.
"It's massive for us. We're three wins away from a final at Wembley now so we'll give it everything."
Szczesny will go in search of a third successive clean sheet at the Emirates on Saturday, but he claims he would happily see that run broken if it meant Arsenal prolonging their cup run.
The 22-year-old added: "I really don't care about goals conceded as long as we win the game - I'd rather win 3-2 than draw 0-0, for example.
"I'm going to make saves and make mistakes, too.
"But I'm doing my best and just want to make sure I'm as consistent as possible. At my age, that's something you really want to achieve."
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