Arsene Wenger’s side have made an impressive start to the campaign both domestically and in the Champions League, but were dealt a severe blow in the title race after losing 3-0 to leaders Chelsea on Sunday.
The Gunners’ hopes of winning the Premier League trophy for the first time since 2004 have naturally been knocked, but Denilson and Vela are confident the Reds can end their long wait for silverware this season.
Wenger’s starlets have previously been written off due to their lack of experience.
However, Denilson claims this is not something that Arsenal players worry about.
“When you lose, people say that we don’t have the experience, but Wenger believes in us, so you have to have confidence,” he told Sky Sports News.
“In training you have to focus and you have to believe in him. He gives us the opportunity, you have to show it.”
Sunday’s defeat left the Gunners 11 points adrift of their neighbours and brought an abrupt end to their 12-game winning streak at the Emirates Stadium.
Denilson admitted Chelsea deserved all three points but remains optimistic that the North Londoners can claim their first trophy since lifting the FA Cup in 2005.
“Chelsea scored three goals and were better than us,” he said.
“We have to have confidence this season. It’s a long time since we won a trophy, so we have to win a trophy this season anyway.”
And team-mate Vela has echoed the Brazilian’s confidence and is adament the Gunners’ main priority is to win something this year.
The 20-year-old suffered an ankle injury whilst on international duty with Mexico during the summer and made just his second appearance in the league as a substitute in Sunday’s defeat.
“It’s been a difficult start. I couldn’t train with the team in pre-season and since then I’ve had lots of injuries and missed lots of games,” Vela told the club’s official website.
“It’s been difficult but hopefully all the injuries are behind me and then I’ll be able to work hard and enjoy myself and get back in the team and win something.
“I really want to improve on last season. I want to score more goals than last season and play more and the main aim for the team is to win something.”
Vela scored six goals for the Gunners last season and is hoping to re-establish himself within Wenger’s new 4-3-3 formation.
“It’s hard, it’s difficult, there’s so much quality here,” Vela added.
“But when my opportunity comes along, I aim to make the most of it and go from there.
“Wenger has brought in the new system and the three places are up for grabs. I think that it’s important for me and for the team to have such variation in our play.
“Being able to play in the three positions will hopefully make it easier to break into the team, but the most important thing is the team.”
