Arsene Wenger's men, fifth in the Premier League last season — their first finish outside the top four since 1995-96 — take on German side Cologne on Thursday at the Emirates Stadium in London.
The Arsenal boss said his team would take the competition seriously despite the disappointment of missing out on the Champions League after 19 consecutive seasons in Europe's premier competition.
"We will take it seriously but the priority is to focus on the Premier League and combining the two," he said in comments reported by Britain's Daily Telegraph. "Then, in December, we will see, but at least we want to qualify for the next round. Thursday to Sunday morning is short so I have to think about that. But we have to win at home and you know how it is when you don't win at home."
Arsenal goalkeeper Petr Cech, who won the 2012-13 Europa League with Chelsea, said the competition was a worthwhile target.
"We decided that it was the first time and hopefully the last time we played the Europa League and we wanted to win it," he said.
Arsenal's domestic rivals Manchester United won the trophy last year, giving them a route into this year's Champions League.
Wenger, whose Arsenal side lost the club's previous match in the competition to Galatasaray in the 2000 final, when it was branded the UEFA Cup, is likely to rotate his squad, giving some of his fringe players game time as he negotiates a tricky Group H that also includes Red Star Belgrade and Belarusian outfit BATE Borisov.
Seven-time European champions AC Milan have an easier task, with ties against Austria Vienna, AEK Athens and Rijeka of Croatia in Group D as they continue their return to European competition for the first time since 2013-14.
The Italians, looking to win the only major European trophy that has so far eluded them, appear to be on the road to recovery under Chinese ownership after a number of lean years.
Smarting after a 4-1 Serie A defeat at Lazio at the weekend, they open their group-stage campaign at Austria Vienna after coming through two qualifying rounds.
"We are a new squad. It's my responsibility and the one of the boss and the management to lead this group to success," said captain Leonardo Bonucci, who joined the club from Juventus in the close season. "We must stick together also when playing in Europa League," he told Milan TV. "It's a competition that many in the team have never played in before."
COMMENTS
Comments are moderated and generally will be posted if they are on-topic and not abusive.
For more information, please see our Comments FAQ