The Brazilian says his team must overcome their levels of tiredness to do well in London...
The Greek champions travel to the Emirates on Tuesday night having played four games in the space of just 10 days.
Zico was confirmed as Olympiacos manager at the start of those four games, and has seen his side win all but one of them. The Brazilian coach replaced former Newcastle United cult hero Temuri Ketsbaia.
Despite their recent good form, Zico admitted that playing the Gunners will be difficult, and hoped to overcome his team's tiredness. Both Olympiacos and Arsenal are on three points after winning their opening group stage matches, against AZ Alkmaar and Standard Liege respectively.
"We hope to play good football in London," Zico said to Sky Sports.
"I am worried because of the tiredness. At the second half against Panionios [on Saturday] I saw tired players and this is something that I have to resolve.
"We hope to overcome the problem and have a good game. We know very well the difficulties of playing against Arsenal.
"They are a big club but we are confident of doing well in London. We must show that winning mentality that we show in Greece."
Olympiacos defender Olof Mellberg, who joined on a free transfer from Juventus in the summer, stressed the need to stay focused in defence.
"We must stay focused and concentrated at the back because Arsenal under [Arsene] Wenger always play attacking football with good movements and good passing," the former Aston Villa star said.
"Their offensive line is really strong and I think that we will have a lot of work to do on Tuesday night.
"We are a good team also, with many experienced players and we will have our chance to make a good result there.
"It will be hard but we believe in ourselves and we will try to make our fans proud just like we did at the opener against AZ Alkmaar."
Philip Wen, Goal.com UK