"Why not? We have to keep fighting, we have to win every game and then at the end, we'll see where we're at," Mkhitaryan told reporters when asked about Arsenal winning the competition.
The Armenian also said that the Premier League side could not afford to rest key players for the return leg against Ostersunds, ahead of the League Cup final against Manchester City on Feb. 25, despite being in prime position to seal a last 16 spot.
"We have to focus in every game. It doesn't matter if we have got a good result or not. We have to win in every game to get more confidence and to have better success," the 29-year-old said.
"It doesn't matter who we are going to play after the second leg, yes, we have a game in the cup final but we have to play with the same team, I think, and to win at home."
Arsenal host Ostersunds at the Emirates before playing City twice in quick succession, including a home league match against Pep Guardiola's side on Mar. 1.
(Reporting by Aditi Prakash in Bengaluru; Editing by Amlan Chakraborty)
