The spectacular goals Sociedad scored in knocking Lyon out of the qualifying stage will count for nothing against Shakhtar Donetsk, with Arrasate concerned by his players' performances against Levante on Saturday.
A point was earned in Valencia courtesy of a 0-0 draw but, as La Real ready themselves for a first tilt at Europe's top competition since 2003, Arrasate wants to see more.
"Levante was a difficult match and even if we wanted it more, we must accept that we did not have a great game," the 35-year-old told reporters.
"There were minutes in that trip where we did not look interested and where we lacked continuity.
"Levante looked more comfortable. We were in heat, on dry grass and it was hard. We have to forget this ahead of Tuesday's game in the Champions League."
Shakhtar are relatively experienced Champions League campaigners compared to Real, and this game marks the start of their fourth successive group stage.
Not all of their players have top-level experience, though, and for midfield playmaker Fred, the clash will bring about his debut in European competition.
"Since my childhood I have dreamed of being a great football player," the Brazilian told his club's official website.
"Now I play for a strong European team against strong rivals. So you could say my dream is coming true."
The odds favour the Spaniards - a fourth-placed finish last season earned them many admirers - and Fred is aware of the task ahead.
"There are no weak outfits in the Champions League," he added.
"The upcoming game in Spain will be tough, especially as we are playing away. I think that Spanish football is of a very high standard which is still growing and we will need to work very hard to beat them."