The Barclays Premier League leaders were handed a reality check on Tuesday night, where a late goal from Robert Lewandowski gave Borussia Dortmund victory in their Champions League Group F clash at the Emirates Stadium.
Arsenal manager Arsene Wenger felt his team had been "naive" to allow themselves to be caught on the counter attack in a period when they should have been concentrating on closing out a positive result.
The Gunners will not face anything like Jurgen Klopp's well-organised outfit when they travel to Selhurst Park to tackle the managerless Eagles, who have just three points from eight league games.
However, despite having scored one of the best team goals in recent seasons when Jack Wilshere set Arsenal on the way to a 4-1 home win over Norwich last weekend, Mertesacker feels in any match, attack must be built from a solid rearguard.
"We know we are on a good run (in the Premier League), but we know it needs more than just playing with full freedom and vision - we need to defend first and then we can switch the rest on. You have seen what can happen after that," said the German international.
"We have players who can play so quickly together.
"Tomas Rosicky came in and fitted into everything as well as Mesut (Ozil) or Jack.
"When those three combined together, you could feel some magic in the air, a real chemistry."
Ozil was somewhat subdued against Dortmund, which was a first for the German playmaker since his club-record £43million deadline day move from Real Madrid.
The midfielder, though, did almost help conjure up a goal for Santi Cazorla, who curled a 20-yard effort against the angle.
Cazorla, just back from an injury lay-off, is excited by the prospect of teaming up with such a high-quality individual.
"We have got to know each other and I have to say that it is very easy to have a good understanding with a great player like him, since our playing philosophy is very similar," Cazorla told Arsenal Player.
"As the days go by we have a better association on the pitch.
"Mesut is a player of a different kind. He is a joy to watch and has a lot of talent. Like Zidane or Ronaldinho, he can be one of those players who marks an era.
"He is not the kind of player you are used to watching and he can win many games on his own, that is why he is a top player."
Despite their setback in Europe, Arsenal have produced a consistent run of form in response to their defeat at home by Aston Villa on the opening day.
Much of that has been down to decent defensive displays, with Mertesacker and Laurent Koscielny developing a good understanding at the heart of the Gunners' backline.
It is a partnership which is keeping club captain Thomas Vermaelen on the bench.
However, the Belgian - who has played for just 10 minutes in the Premier League this season since his return from a back injury - maintains he will continue to support the squad and stay ready for when the call to action comes again.
"Of course it's a frustrating time for me, but I'm really happy for the team," said Vermaelen, who has hopes of playing for Belgium at the 2014 World Cup.
"A winning atmosphere is so much better when you are around the training ground, it makes it more happy.
"For me I just have to be patient.
"I feel good in training, I have come back from my injury, I feel really good and I'm ready whenever the boss needs me."
Vermaelen added: "Of course you want to play every game, but it's tough competition in there, especially when everyone is fit.
"There are going to be about 60 games this season, so you will always get a chance to play."
Arsenal will check on the fitness of Wilshere, who was substituted as a precaution against Dortmund after aggravating his ankle, while Mathieu Flamini should be back in contention having been rested in midweek after suffering a mild concussion against Norwich.