Logic suggests seasoned Serie A sides like Milan do not fritter away four-goal advantages but after morale boosting back-to-back Premier League victories against Tottenham Hotspur and Liverpool and with Robin van Persie in the form of his life, Arsenal believe there could still be a twist in the tie.
Emirates Stadium is something of a fortress for the Gunners in Europe and goals do tend to flow.
They will also seek comfort from Deportivo La Coruna's 4-0 second leg victory against Milan in the 2004 quarter-finals for a 5-4 aggregate victory.
Manager Arsene Wenger, who labelled the hammering in Milan a "disaster," believes all may not be lost.
Six of Arsenal's last 19 home wins in Europe have been by four goal margins - a statistic that will not have gone unnoticed by Milan as they seek to reach the quarter-finals having lost at the last 16 stage to Tottenham last season.
"I love these statistics!" Wenger said after Van Persie's double earned Arsenal a 2-1 win at Liverpool on Saturday that boosted their chances of a top-four finish.
"We can score, we can have a good edge in our game, so let's just go for it. We have it all to win because the result is written before we turn up, but we can change it.
"Nothing would be fatal [if Milan score]. If we have the attitude we had against Spurs then nothing is fatal, so we will just go for it.
"We will give absolutely everything to win. We know the statistics are against us, but you can realise the impossible when you don't know it is impossible."
Van Persie, who also scored in the 5-2 hammering of Tottenham, has notched 31 goals in all competitions this season and keeping the Dutchman quiet will be the main priority for Milan.
"We have a good lead and we're confident. Arsenal can be devastating at home but if we play like we can we can make it without problems," Milan's Djamel Mesbah told Milan's website.
Milan will also be confident of scoring with their own in-form striker Zlatan Ibrahimovic bagging a hat-trick in the 4-0 win over Palermo at the weekend which sent the champions clear at the top of Serie A.
"Ibra is doing great things," Milan coach Massimiliano Allegri said. "He's in a rich vein of form. The three-match ban did him good."
Milan have doubts over Kevin-Prince Boateng and Clarence Seedorf for the second leg while Mikel Arteta is a worry for Arsenal after suffering concussion against Liverpool - Arsenal's fourth league win in a row.
Probable teams:
Arsenal: 13-Wojciech Szczesny; 3-Bacary Sagna, 5-Thomas Vermaelen, 6-Laurent Koscielny, 28-Kieran Gibbs; 17-Alex Song, 7-Tomas Rosicky, 2-Abou Diaby, 8-Mikel Arteta; 10-Robin van Persie, 14-Theo Walcott.
Milan: 32-Christian Abbiati; 20-Ignazio Abate, 33-Thiago Silva, 5-Philippe Mexes, 15-Djamel Mesbah; 22-Antonio Nocerino, 4-Mark van Bommel, 18-Alberto Aquilani; 70-Robinho; 11-Zlatan Ibrahimovic, 92-Stephan El Shaarawy.
