The Gunners bested Valencia 3-1 at the Emirates in the first leg of their semi-final, despite going behind to an 11th-minute Mouctar Diakhaby header which put the visitors 1-0 up, but the hosts fought back well to win the game.
Alexandre Lacazette hit a first-half brace and Aubameyang notched a late third, something he hopes will prove decisive in the tie.
"I hope that third goal will be important," Aubameyang said.
"We started not so good but we had a good reaction and I think today we played very well. We started a bit nervous because we lost the last three games, I think that's normal. We are human, but after that, we had a good reaction.
"We have a lot of quality in this group and we can go to the final. We know the next game will be difficult but if we have the same ingredients there then we will go through.
"It's our target to reach the final and win this trophy. We know it's an opportunity to qualify for next year's Champions League. We stopped in the semi-finals last year but we've learned from last year's errors and hopefully this year we won't do the same. We will give everything to qualify for the Champions League."
Prior to this, Arsenal had suffered a demoralising run of three successive defeats, losing at home to Crystal Palace before being beaten away against Wolves and Leicester City, conceding three goals in each of those games.
However, Gunners boss Unai Emery will be hoping that the result and performance against Valencia will spur his side on to not only the Europa League but the top four of the Premier League as well.
However, even if Arsenal win their last two games against Brighton and Burnley, they sit two points behind Chelsea in fourth and would need the Blues to drop points against either Watford or Leicester in order to finish above them.