This gruelling run will undoubtedly challenge the depth and determination of Mikel Arteta's squad, but Merino is adamant that they are all committed to lifting trophies this season.
Since taking the helm in 2019, Arteta has only one FA Cup to his name, but now Arsenal find themselves contending for four pieces of silverware this term.
Merino emphasised that Arsenal will approach every match with utmost seriousness, aiming to win regardless of the competition.
Gunners' midfielder Merino stated: "The hunger is there. It's been there for a long time. Sometimes it's a matter of details, it's a matter of situations, of minutes, of moments, that doesn't let you win.
"But the hunger has been there, and you can see it every training session. And it will be there until the end of the season.
"The FA Cup and Wembley sounds like a dream. There is still a long way to go. Now we are focusing on the next game that is coming. But obviously, we have to have those big goals in our mind. Obviously, focusing first on the next game.
"Every game matters. For us, it doesn't matter if it's the Carabao Cup, the FA Cup, or a friendly. It's not only about the competition we're playing for, it's just that we're playing for the badge, we are playing for our reputation.
"And every game that we wear this shirt, we have to do our best. We have to win, and we have to put in a good performance. So the main thing is to show that we are Arsenal, that we are ready to compete every single time, and the rest will take care of itself.
"Winning every game is the end goal. We have to focus on doing our best. That's the main thing for us. And when we do our best, we know we're going to be close to winning every game.
"But obviously, in the end, if you don't win, the rest seems like it doesn't matter. But we are focused on ourselves, on doing our best, and showing the best capacity that we have."
Merino also highlighted the return of Havertz from injury as a tremendous lift for the squad, whilst the strength in depth provides optimism that Arsenal can maintain their challenge across all four competitions despite the gruelling schedule.
Merino continued: "Amazing, amazing. We're all buzzing for Kai to come back after a big, big injury. To have him around is so good for everyone, for the atmosphere in the training ground, for the support that he gives us as well in the training ground, having him around every training session.
"And now having him on the pitch is one more asset, one more tool for the coach. We are really happy for him.
"You can see the depth in the squad. Obviously, when you make so many changes, sometimes it can be tricky, because we are not used to playing with each other, and those connections are very, very important.
"But at Portsmouth you saw a team full of quality, a team full of attitude and hard work, and that's the good thing. Everyone is involved, everyone is going to be important at the end of the season.
"And we all have to be ready on our toes, because games come thick and fast, and you never know when it's going to be your time."