The playmaker says his side are capable of doing the double over the Gunners after beating them at the Emirates in their first meeting
The Gelsenkirchen club stunned the Emirates by beating Arsene Wenger's men 2-0 on October 24, to leave Holtby and his team-mates a point above the Gunners at the top of Group B.
"I think that Arsenal are a little bit resentful about us stealing three points on their home territory. But we are wary and well-prepared," the 22-year-old told the club's official website.
"We only concentrate on tomorrow. The form of the day could be a deciding factor, one mistake can immediately be punished," he continued.
The talented midfielder, who has been linked with a move to a number of Premier League clubs, also believes that home advantage could be crucial and urged his side to make the most of it.
"It will be a very good game I think," he continued.
"The thing [Veltins-Arena] will be sold-out and at the moment we are still table-toppers [in Group B], so we have to light the fire from the beginning and show [Arsenal] that we are the landlords. Then we will see the result."