Jose Mourinho’s men welcome the Gunners to Old Trafford as they continue their aim to end the 2017-18 campaign on a high, behind division champions Manchester City.
The Red Devils currently sit second in the English top-flight standings with 74 points from 34 games – two points adrift of Liverpool who were held to a 0-0 draw by Stoke City in Saturday's early kickoff and have played two games more .
And a win against Arsene Wenger's side will strengthen their bid for a finish behind the Citizens.
“We are always confident that we can win. We are Manchester United,” Bailly told United Review.
“We go into every game with the same mentality that we have to win. We want second place, that’s the aim, but we cannot look beyond this game.
“We always want to fight. We will fight against Arsenal and we know they are a big team with many quality players and that is our only focus now.
“It is really important for us as players, for the club itself, and for the fans.
“It is a very different proposition to finishing fourth, even if both would lead us into the Champions League, because it is important to set out to achieve that goal of second place, which we have set ourselves. It shows our progress.”
Bailly who last played in United's 3-2 win over Manchester City on April 7, will be looking to make his 12th league appearance for the season on Sunday.