Arsenal head into the fixture on the back of three disappointing defeats in different competitions, with a draw with Hull City in the FA Cup and a 2-0 reverse to Barcelona in the Champions League being followed by a 3-2 loss away at Manchester United on Sunday afternoon.
The result left the North Londoners five points adrift of leaders Leicester City in the standings, which became six when the Foxes drew 2-2 with West Bromwich Albion last night.
Arsene Wenger's team need to take the opportunity to close the gap to three points, but Winterburn has suggested that the team must produce a positive result and performance to give them momentum heading into Saturday's derby with Tottenham Hotspur.
Winterburn said: "I thought Sunday's performance lacked urgency and cohesion in defence, midfield and attack. It wasn't a good sign.
"Arsene Wenger must look very quickly and ask how he gets the big players back in form, especially attacking wise and at home.
"Tonight will be key for them because who he selects tonight and how they perform will get the reaction from the supporters heading into the North London derby. They have to win tonight."
The fixture continues a hectic run of games for Arsenal, who must travel to Hull City three days after facing Spurs before potentially playing Watford in the FA Cup quarter-finals at the end of the week.
They will then a few days to prepare for the daunting task that awaits them in the second leg of their Champions League last-of-16 tie against Barcelona.