The North London outfit missed out on qualification via a place in the Premier League’s top four after a disastrous run that saw them win just one of their final five games of the campaign.
After becoming an almost permanent fixture in the Champions League during Arsene Wenger’s 22-year reign as Arsenal boss, Xhaka is well aware that missing out once again could kick-start a worrying habit at the Emirates Stadium.
“We have to be in the Champions League,” said the Switzerland international. “We didn’t play there for two years and we have to be there next season.
“All the players, the fans, the club – we want to play against the best teams, and the best teams are in the Champions League.
“We speak about the season - what was good, what was bad, what can happen if we win the Europa League.
“We had a good season but lost our way a little bit in the last five games. But if you’re in the Europa League final and can take a trophy, get into the Champions League ... we’ll take that.”
In what is boss Unai Emery’s first season in charge at Arsenal, Xhaka is hoping the new manager’s extraordinary record in this competition can give the Gunners an edge in Wednesday’s all-London final in Baku.
It is a record Xhaka hopes will stand Arsenal in good stead.
“We don’t speak about it to each other,” said the 26-year-old, “but he (Emery) speaks with us about his own experience and how he won the trophy three times.
“He would be the first coach if he wins a fourth, so it’s nice if you are alone at the top.
“If you’re three times in the final in the Europa League you have a lot of experience, you know how you’re feeling, and how the pressure is. Anything else stays within our group. He takes away the pressure, but if you are in a final there is always pressure.
“The finals show how strong the league is. It is the strongest league in the world, better than Spain.
“I’ve never played in Spain, but I’ve played in Germany, I’ve played here and I can only say in my experience that it is strong enough, the English league.
“I don’t speak about the past. I have to speak about the final, we can’t change nothing in the Premier League, it’s over.
“What we can change is winning the Europa League and being back in the Champions League.”