Fresh from their EFL Cup semi-final first-leg win at Chelsea, Arteta is wary of travelling to the City Ground and facing a Sean Dyche-led team.
He said this morning: "A top coach. Really good at what he does. You can see his fingerprints in the team, the way they play and the results they have got against some big teams. The things they are constantly (making you do).
"It's another tough match."
Arteta also said of going to Forest: "Winning away from home in the Premier League is extremely tough. They are a team that have done a lot of things right over the last few years to build a really good team.
"They have shown they are different, very efficient in what they do and very clear identity and that's what makes them so dangerous."
He continued: "We are building very good momentum. And the belief comes from performances and the level of consistency we have shown already this season. What we did at Stamford Bridge should help us to be very convinced that we have the ability.
"But the reality is that you have to show it in every game. We are very happy that we are still alive in all four competitions."
Gyokeres form
Against Chelsea, centre-forward Viktor Gyokeres broke a recent goalscoring drought, with Arteta declaring in the aftermath is was the best performance he'd seen from the Swede.
Expanding on those comments today, Arteta said: "Obviously, he's a very demanding person. He knows the level that we need. And basically, he really wants to fulfil everything that we expect of him.
"He's been really trying, he's been very consistent and I thought that against Chelsea he had a great game and scored the goal that helped us to win the game.
"I think if you know what he's done in the last few years, you just set the standards that everybody expects you to maintain."
On whether Gyokeres has struggled with the scrutiny of leading Arsenal's line, the manager stated: "It's part of the expectations, but it's not only for Viktor.
"It's for every number nine in the league or in every top club or in every position that you play. We expect to be really good, really consistent, and to win constantly, and that's what we have to try to do."
Fellow summer arrival Martin Zubimendi was also on the scoresheet at Chelsea, with Arteta admitting he's delighted with the Spain midfielder's impact.
"I'm very happy in the manner that he has settled at the club. When you talk to any member of the staff or player about him, he's a big smile on their face and something very positive for sure."
Workload
Going to Forest on Sunday will mean four games in ten days for the Premier League leaders, however Arteta isn't complaining.
He insisted: "Sometimes, ideally, we want to plan, okay, for this game we think this player could be better, and the load, and sometimes it's just impossible, and you have to go game by game.
"We have more players back now, we have better options, and that's very helpful because obviously we've been giving game time to almost every player."
Arteta, before signing off, was also asked to consider the past six months and what has surprised him regarding his players so far.
"Probably the capacity to adapt to certain unexpected things that happened and especially players having to play in positions that they haven't played before, not in the same area, especially and how we have adapted to that.
"I don't know if it's a surprise because I know how they would react, but actually to do it in the manner that they've done it with that attitude is something that I'm very proud of."