The Turkish attacker insists his side must approach every game as a final as they are unable to call upon the same "weapons" as Barcelona and Real Madrid
Los Rojiblancos are level with Barcelona on 51 points at the top of the table, while they secured a 1-0 first-leg lead in the Copa del Rey quarter-final against Athletic Bilbao on Thursday thanks to Diego Godin's goal.
Atletico can maintain an assault on three trophies when they take on AC Milan in the Champions League last 16 next month but Arda has urged the team not to lose focus by thinking of silverware.
"If we only think about winning titles, we'll lose our concentration," he was quoted as saying by Marca.
"Every game should be a final for us. We're competing with Real Madrid and Barcelona, but with other weapons."
Arda went on to praise the support of Atletico fans, claiming he has been made to feel at home as a result of the Vicente Calderon faithful's vocal backing.
"Our fans understand the situation and are unique because they encourage us at every moment," he added.
"The support makes me feel at home, we're like a family and I am very grateful."