A 4-3 loss to Almeria last weekend hamstrung Sociedad's hopes of chasing down the top four and a Champions League spot and, even though they beat Valladolid in midweek, they are seven points behind.
In addition the sides behind them are not giving up in the pursuit of a Europa League spot, with Villarreal just one point shy of Arrasate's men ahead of the weekend's fixtures.
And, as such, the Sociedad boss knows there is little margin for error.
"We cannot afford to slip up against these types of teams any more," Arrasate told reporters.
"Now we are finding out that it's much harder to win matches because every team has so much to play for, but it's no excuse - if we want to challenge as high up the table as possible, we cannot let many more points slip away."
While Sociedad are hoping to be getting their passports stamped again next season, this weekend's opponents Osasuna are facing different problems.
They enter the the weekend's fixtures a single point ahead of the relegation zone and seem in no danger of improving their plight, having lost their last five games, the most recent being a midweek reverse against Rayo Vallecano.
Assistant coach Hugo Sanchez concedes his players are starting to worry.
"We are getting more worried with every game because there are less and less weeks left of the season, but I have a lot of faith in our lads and on Sunday we're going to give a better showing of ourselves," he told reporters.
"Against Rayo we fought and suffered and had chances, and we will try and give it our best shot in the next game."