Sokratis Papastathopoulos says Arsenal need time to adapt to the "big change" the club is going through under Unai Emery.
The Gunners went into the new season with a new man at the helm in Emery following Arsene Wenger's departure after 22 years at the club.
The Spaniard endured a tough start to his Emirates tenure, losing his first two Premier League games against Manchester City and Chelsea, but Arsenal have since gone on to record six consecutive victories in all competitions.
Sokratis, who also moved to the Emirates in the summer, says everyone at the club is working hard to continue that progress.
When asked about the change from Wenger to Emery, he told Sky Sports: "It will take time because yes, it's a big difference.
"It was a big change for this team, especially with what this team did over the years. It will be difficult for the new manager and the new players to repeat.
"But we have to work hard, we have to progress every day and work, work, work."
Sokratis added: "It's one of the biggest clubs in the world.
"The last years weren't as successful as the past but we are here to work hard for this to give the club the success that it needs."
Sokratis moved to Arsenal from Borussia Dortmund last July for an undisclosed fee and since his arrival he has been a key figure at the heart of Emery's defence.
The 30-year-old had played every single minute in all competitions until a dead leg forced him off in the 39th minute of Arsenal's 2-0 win against Everton, an injury which also saw him miss his side's 3-1 win over Brentford in the Carabao Cup in midweek.
He is expected to be fit to return for his side's clash with Watford on Saturday, and he's delighted with the start to his career at the Emirates Stadium.
"I expected to start every game because I came here to be an important player for the team, and I'm very happy about this," he said.
"I spoke with Henrikh Mkhitaryan and Pierre-Emerick Aubameyang [about joining Arsenal] and they convinced me that this is a club I have to choose. They gave me the feeling that I would be an important player here and that this club works to get better and better in the future.
"In the end it wasn't a hard decision to take."
After six games Arsenal are now up to sixth in the Premier League following a run of four straight wins and victory over Watford could take them into the top four, depending on Tottenham's result at Huddersfield.
Arsenal have suffered two consecutive seasons outside the top four and Sokratis insists the club's main aim is to qualify for next season's Champions League, but he also wants to finish his first season in England with a trophy.
"To take one of the first four positions, this is our point," he said. "And also why not win one cup or to go to the final of the Europa League."