The Frenchman is frustrated to not having lifted any silverware in north London, but says the Gunners have the quality to claim the title this season.
The Gunners have failed to win any silverware since 2005, and Sagna, who joined from Auxerre in 2007, has yet to lift a trophy during his time in north London.
“It would be my first trophy. I've been here for seven years and we haven't won anything so it's a bit embarrassing for the club, the fans and ourselves as well,” he is quoted as saying in the Mirror. “As a player you want to be successful, show you have quality and when you don't win you always wonder what's happening. But it makes me even more hungry to do it."
Arsenal's last Premier League triumph came back in 2004, but Sagna says he is confident the current side can learn from past mistakes and go on to claim the title this season.
“I know we have the quality to do it. Every day I think about it, every day I come to training and make myself better and hope we can win something," he added. “It's our ambition is to stay top of the league. We have a quality team to be successful at the end of the season but we must stay focused.
“But we have to learn from what happened in the past, everyone is ready to fight and show how much we want it.”
After losing 2-0 at home to Bayern Munich in the Champions League last-16 first leg in February, Arsenal's hopes of progressing in Europe look slim.