"We have to concentrate to train hard every day to be in the best shape to play this final," Luiz told British media.
"I think when you play for a big club... we know we'll play against a fantastic team, fantastic players in good shape.
"They have fantastic players and an amazing coach, so we need to be in our high level to win this final."
Fellow defender Kurt Zouma added that Arsenal would be tough to beat as Chelsea aim to win the double for the first time since the 2009-10 season.
"We won the league and we are very happy with that but we have another difficult game to play and if we get the double, it will be good for us," Zouma said.
"We haven't won the game yet, we haven't played yet. We are focussed. We know it is going to be difficult. We know it is just one game, one final and we know that finals are always tough.
"Especially when at Wembley. A big crowd, the stadium will be full and it is a London derby. So let's see what's going on there but we are ready to win."
(Reporting by Aditi Prakash in Bengaluru)
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