Indeed, the Gunners were victorious in the first leg at the Emirates Stadium last week, meaning that Valencia have it all to do in front of their own supporters.
Unai Emery's side will enter the match off the back of a hugely disappointing result at the weekend, though, with a 1-1 draw against Brighton & Hove Albion in the Premier League all but ending their hopes of finishing in the top four.
As a result, Arsenal – barring an unlikely set of circumstances – need to win this season's Europa League to compete in the Champions League next term.
Here, Sports Mole has taken a look at how the London side could line up at the home of Los Che on Thursday night.
Emery has a number of decisions to make heading into the clash at the Mestalla.
Aaron Ramsey will not represent the Gunners again having suffered a hamstring injury, though, with the Welshman joining Denis Suarez, Hector Bellerin, Rob Holding and Danny Welbeck on the sidelines.
Ainsley Maitland-Niles missed Sunday's draw with Brighton through suspension, but the Englishman is available for this match and should start after impressing in the first leg last week.
Mesut Ozil, Pierre-Emerick Aubameyang and Alexandre Lacazette were again the front three against Brighton and that should be the case here, although it would not be a surprise to see Alex Iwobi make the side.