The 12.45pm game has been far from friendly for Arsene Wenger's team, with a 6-0 loss to Chelsea on Saturday the latest of several embarrassing losses in the early kick-off.
In other early Premier League kick-offs this season, fourth-placed Arsenal have been thrashed 5-1 by Liverpool and hammered 6-3 by Manchester City.
Mertesacker, 29, said it was perhaps time for the club to ask the Football Association to stop scheduling Arsenal away from home at that time.
"I don't know why, but it looks like we don't fancy early kick-offs away," the German said.
"It looks like we are going to have to apply to the FA to not play at 12.45pm away. That would help us a lot.
"We wanted to start very strong and show people we are good enough but they (Chelsea) scored the two very early goals.
"We lost some balls when we tried to keep it desperately. They then caught us on the counter-attack.
"We tried to avoid that but we missed it completely."
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