The Gunners head into Sunday's clash eight points ahead of the Premier League champions but the Poland international points to the club's nine-game run without a win at Old Trafford as a reason to be cautious.
"We know it's going to be very tough - no one goes to Old Trafford as favourites - but we'll be confident," he told the press.
|10/3||Arsenal are 10/3 with Bet365 to keep a clean sheet against Manchester United|
Szczesny feels that David Moyes's side may come into the game under more pressure due to their inconsistent start to the campaign and believes that victory against United would cement Arsenal's status as serious title contenders.
"A win will send a message that we have been sending for a long time now - that we want to challenge for a trophy, we're up for it, we're confident," the keeper declared, "but let's talk about that after the game.
"Now we just want to focus on our performance and make sure we are at our very best. If we do so then we have a very good chance.
"Possibly [there is more pressure on United] because we are five points clear at top of the table. I don't like to say that but we could possibly afford a slip-up - I hope we won't but there's probably more pressure on them because they have to catch up. We will try to take advantage of it."