Talking to manutd.com, the England international called on the Old Trafford crowd to get behind the side and make life difficult for the league-leaders.
Following Arsenal's opening day defeat to Aston Villa, many tipped this season to be the one where the Gunners slip out of the top four, but with the signing of Mesut Ozil, the North London club have gone from strength to strength.
Many have been surprised by the start made to the season by Arsene Wenger's side, including two big victories in the last week, and Jones is one of them.
“I have been surprised, I think everyone has,” the 21-year-old said. “I don’t think we expected it at the start of the season but they have done really well and hopefully we will be able to break them down."
The Gunners were praised for how they handled the imposing Dortmund atmosphere, however, Phil Jones is hoping a different kind of atmosphere can help the Red Devils on Sunday.
“They will be filled with confidence after a great win in Dortmund during the week, but this is a different game with a completely different atmosphere," he added. "Hopefully Old Trafford will be rocking on Sunday and we will be able to get the three points."
The game sees last season's champions United take on the current table-toppers, and the fixture remains one of the most eagerly anticipated in the league.
Arsenal have a poor recent history away to United, and Jones is hopeful of the win.
“These are the fixtures you look out for when the fixture list is announced at the start of the season and with Arsenal being in form at the moment, they are probably the team to beat. It will be a difficult game but hopefully we can get the win.”
A boost for Arsenal will be the likely returns of Mathieu Flamini and Jack Wilshere.
United, meanwhile, will be looking to claw back an eight point deficit on the Gunners and kick-start a title challenge of their own.