The sides are level at 0-0 on aggregate after Chelsea dominated the first leg at Stamford Bridge but failed to find a breakthrough.
Arsenal are a far more attacking side at home and have scored nine goals in their last three matches at the Emirates Stadium, one of which was a 2-2 draw against Chelsea in the Premier League on Jan. 3.
Chelsea played offensively in that game and Hazard believes they should adopt the same tactics on Wednesday.
“It’s a semi-final - we will go there to win for sure. If we are thinking about defending against Arsenal, that’s a bad thing because we need to score goals,” the Belgian told the club’s website (www.chelseafc.com) on Monday.
“We need to find solutions and create problems for them. We will go there to create chances because if we don’t create chances, we can’t score. It is that simple.”
Chelsea will have Spaniards Alvaro Morata and Pedro available after both missed Saturday's 4-0 win over Brighton and Hove Albion through suspension, while goalkeeper Thibaut Courtois could return from an ankle problem.
Cesc Fabregas and Gary Cahill, however, are set to miss out through injury.
“We will see the team. Maybe the manager will change some players. We want to win trophies and the League Cup is a good trophy,” Hazard added.
“Big games are special because you know everyone is watching and our fans want Chelsea in the final. The stadium is good and on these kind of nights you want to shine.”
(Reporting by Matt Westby, editing by Ed Osmond)
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