Speaking to Chelsea TV, Gronkjaer said: "It is really difficult for us to play Arsenal. It has been like that all the time I have been here, but this is a chance for us to get our revenge. It is going to be a nice game for the crowd and hopefully we can get through to the next stage and face Real Madrid.
"Arsenal are really strong. They have played together for some years now and it seems like it doesn't really matter who is in the team, they still perform. We are on a good run too so hopefully we will be in good confidence when we face them too.
"They are the favourites, definitely, but it would be nice for the players to get a win against Arsenal. I can't see one team beating us five times in a season."