Eckert, 33, admitted preparation to face the Premier League leaders has been "fun" but insisted all the pressure is on his players.
Saints have only conceded one open play goal since their 4-3 league win against Leicester, and have drastically improved their set-piece defending.
Yet they will need to ensure their old Achilles heel does not return against an Arsenal side that has scored 19 goals from set-pieces in the Premier League.
"They are a great team. Rightfully, every single manager praises what Arsenal does, and I can only continue that," said Eckert.
Saints head coach Tonda Eckert pictured during open training at St Mary's on Monday.Saints head coach Tonda Eckert pictured during open training at St Mary's on Monday. (Image: Matt Watson/Southampton FC)
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"It's a fantastic team with many, many answers to problems. The preparation was fun, because it's just many more iterations of what you could do.
"You see that they do have answers to many possible solutions, but I think we have found a couple of bits that we're able to hurt them.
"We just need to make sure we bring that on the pitch."
Eckert will not let his players view this as a free hit, despite some outside the club suggesting Tuesday's league game against Wrexham is more important.
And while most would also add that the pressure is on Arsenal, who could find themselves on the wrong side of a cup upset, Eckert does not agree.
"All of the pressure is on us, and it needs to be. If you want to win a game of football, the pressure is always on you, and it's for us to take that," he said.
"We need to make sure we play a good game. The reality is that we go into a game to win, and we've always done that.
"For me, there is no other way. There is no other way that exists.
"If you drop off that expectation and just put yourself in a role where you say, 'Well, the pressure is on them', you only prepare yourself for bad results.
"The pressure is on us, we want to win, and we'll do everything to do that."