The Gunners currently sit fifth in the top flight, four points behind fourth-placed Chelsea and five short of bitter rivals Tottenham in the race for Champions League qualification.
And the Frenchman believes the north London side will need to be at the top of their game if they are to keep up their challenge this month.
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"Every game you [look out for] the other scores, but if you don't win your match then it is nothing to see these results. It is very important to get the three points every time and then look for the other scores afterwards.
"Every weekend is difficult, it is a little war. It is very important to fight together until the finish."
With tough games against Swansea, Manchester City, Chelsea, West Ham and Liverpool approaching, Koscielny also called on his team-mates to go on a winning run.
"Now we have a lot of very important games against teams who want to play in next season's Champions League so it is vital to stay focused on these matches and win," he added.