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Aubameyang, who has netted 72 goals in 115 games since arriving in north London, ended a run of four matches without a goal by converting the winner in the Gunners’ opening Europa League victory.
The Gabon international has only scored once in the Premier League this season, with his solitary goal coming away at Fulham on the first day of the new campaign.
And ahead of Sunday’s crunch clash with Leicester, Arteta has urged his star striker to take the pressure in his stride.
“Expectations for [Aubameyang] are that he has to score a goal every game so this comes with the nature of the big player he is, what he has done in the past,” he said.
“People expect that from him in the future. He needs to handle that ... we're here to support him when difficult times come round him.”
Arteta added: “He needs to get in more goalscoring opportunities, he needs to get the ball more around the box to do what he's able to do.”
“If you look at our fixtures, we have already played five games out of seven against top, top opposition.”
Arsenal are set to take on a Leicester side in dire straits right now after suffering back-to-back home defeats against Aston Villa and West Ham.
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The two sides have already met this season in the Carabao Cup, which ended in a 2-0 victory for Arteta’s side at the King Power last month.
Nevertheless, the Spaniard does not believe much can be learned from that encounter.
“The teams will be different. Formations can change as well, so let's see what happens.” Arteta said.
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“We know that it's going to be a really competitive match against a team that has evolved a lot in the last year or so.
“They had an incredible season last year and it's always a challenge to play against them. We are expecting a big battle on Sunday.”