The long-serving centre-back has called for his side to prove why they are the reigning Premier League champions, and wants to silence any critics of the team when they host the current league leaders at Old Trafford on Sunday.
United find themselves eight points behind Arsenal in 8th place, having suffered a lacklustre start to the season. The Gunners on the other hand go into the weekend's clash in high spirits, coming off the back of consecutive victories over Liverpool and Borussia Dortmund.
Ferdinand recognises their threat, and knows that they have players who will punish United if given the chance.
"Arsenal have been impressive. Ozil has had a big impact. He has lifted the players around him," said Ferdinand.
"We’ve seen that in [Aaron] Ramsey. These types of players, like [Olivier] Giroud, they’re all doing well. If we’re going to win on Sunday, we’re going to have to play well.
"But I don’t go for the fact we have to make a statement. It’s part and parcel of being a Manchester United player — you have to win your games at home."
The ex-England defender did however admit that now was the time that his side showed their true colours and that United would enter the game expecting to win.
"We have to win every game. It doesn’t matter what game it is or whoever we play against. Whether it’s a top of the league team or not, we have to get points.
"Nothing changes – we expect to win every game we play at home."
United will have to be on top form if they want to take points off Arsene Wenger's men, who are currently in an extremely rich vein of form.