Santi Cazorla says that Arsenal lack a "winning mentality" and "have to improve at crucial moments" as the club prepare for another of them – the FA Cup semi-final against Wigan Athletic on Saturday. The Spain midfielder also feels that they must follow the £42.5m signing of Mezut Özil with another big splash in the summer transfer market in order to avoid slipping behind their Premier League rivals.

Arsenal head to Wembley having taken nine points from nine league fixtures, a run of form that has effectively ended their title hopes and the bigger battle appears to be to preserve their membership of the Champions League elite. Fifth-placed Everton, who beat them last Sunday, trail them by one point but they have a game in hand.

It is a nervous time for Arsenal and they take on Wigan with bad memories of their previous visit to the national stadium. They were hotly tipped to beat Birmingham City in the 2011 Carling Cup final only to lose 2–1 after a last-minute mix-up between Wojciech Szczesny and Laurent Koscielny allowed Obafemi Martins to score the winning goal.

They are even stronger favourites to beat Wigan and then either Hull City or Sheffield United in the FA Cup final and so end a nine-year run without a trophy. The consequences of failure could be grave and they might have an impact on Arsène Wenger, who is out of contract in the summer and procrastinating over re-signing.

"We haven't got a winning mentality and we have to believe in ourselves more," Cazorla said. "Sometimes you can get used to not fighting but we can't do that. Arsenal is and always will be a historic club.

"We've been unlucky in several games. We had a lot of chances to win against Manchester United [0-0] and there was Özil's penalty miss [in the last-16 tie] against Bayern Munich. We couldn't recover after going out against Bayern in the Champions League. And the [1–0] defeat against Stoke finished us [in the league]. You can't lose against Stoke if you aspire to be the next champion."

The club intend to spend heavily again in the summer, after breaking their transfer record for Özil last autumn. "Arsenal has everything to win," Cazorla added. "History, infrastructure, an incredible stadium and great players but we have to improve at crucial moments and sign the best players because if you don't do that, you may lag behind others.

"That is what makes it different at other clubs. You've a good example in Manchester City, who signed Fernandinho, [Álvaro] Negredo or even Manchester United with [Robin] van Persie and [Juan] Mata. Arsenal know what they need next season but it's almost impossible to win a title if we haven't got these kind of things."

Szczesny believes that Arsenal are ready to take a decisive step against Wigan in what is, for him, a shot at redemption. "We had a bad experience in the League Cup final," the Polish goalkeeper said. "But we've matured a lot and we've got a lot more experienced players. I think that the likes of Jack [Wilshere] and Aaron Ramsey and myself were only 18 or 19 at the time. We know how important it is and I hope it's going to be a very positive day for the club."