The Toffees kick off their Premier League campaign on August 13, when they travel to White Hart Lane to take on Harry Redknapp’s Tottenham.
With Jagielka’s future still uncertain, and Arsenal expected to come back with an improved bid, Baines is urging his team-mates not to get distracted by speculation.
"We've spoken about it [starting the season poorly] a lot, but we've just got to do it and stop talking about it,” Baines was quoted as saying by the Daily Mirror.
“It has been an issue. But it's down to us to hit the nail on the head this time. We have to do something about it."
Everton have been notoriously slow starters in recent Premier League campaigns, and Baines believes this is because David Moyes’ men have been caught up by similar transfer sagas.
Two seasons ago Joleon Lescott moved from Goodison Park to Manchester City for £22 million, and Baines admits this distracted him and his team-mates but is determined not to see a repeat this season.
He continued: "I thought it was a bit of an excuse that we used, Joleon wasn't a bad egg or anything like that.
"It was probably the clubs actually who dragged it out to get the best deal for themselves. But we used it as an excuse at the time - some of us."
Baines admits he is not surprised to see such a big club interested in catching Jagielka’s signature, saying he is one of the best centre-backs in England.
"It's not a surprise to me that a top club would want a player like Phil because he's fantastic," he added.
"He's one of the top three or four defenders that the country's got. It's no surprise. But we'd like to hold on to him if we can."