Mikel Arteta's side have been in good form throughout their European campaign, last time out eliminating Slavia Prague after a 5-1 battering.
Arsenal's defeat was down to the weak hands of Bernd Leno, who fumbled Richarlison's effort through his open legs. The Gunners have failed to win at home for the fifth attempt in a row.
And in the midst of another embarrassing defeat, Arsenal fans continued their protests against Stan Kroenke and the board after their failed attempt to join the European Super League.
The added pressure makes this Thursday more important than ever for the Arsenal boss, with next season's destiny on the line.
With it becoming increasingly difficult to achieve European qualification through the league, Arteta and his side must gain an advantage over the Spanish side going into the second leg.
It's a similar story for Unai Emery's Villareal. The Spanish side faced defeat to Deportivo Alavés and Barcelona last week, dropping out of automatic European qualification spaces.
However, their Europa League form as been top notch, with Emery channelling his inner Sevilla days.
Villareal have won 11 out of their 12 Europa League fixtures, winning six out of six home games.
The Spanish side have also managed to score at least twice in all six of their home wins, looking to continue their impressive home form and travel to North London in good spirits.
After a long and disruptive injury list, Arteta stated that a number of these out would be available for Thursday night.
Martin Odegaard returned to the first team against Everton on Friday, after having ankle issues and will be available once again.
Similarly for Unai Emery, he has only one concern for this week.
Defensive midfielder Vicente Iborra will miss out once again due to a continued knee injury, being the only senior member missing.
Ones to watch
With a stunner against Slavia Prague, as well as picking up the London Awards' Young Player of the Year midweek, Arsenal's star boy is in top form and will look to punish his previous manager.
Villareal CF: Gerard Moreno - The striker is also another star that is at the top of his game. With a total of 26 goals this season, six of them in the Europa League, the Spaniard will be looking to punish Arteta's defence.
After burying an all important goal against Dinamo Zagreb last time out in the competition, he could aid Emery's side, hoping to travel to the Emirates with the lead.
Villareal - Asenjo; Foyth, Albiol, Torres, Estupinan; Chukwueze, Parejo, Capoue, Trigueros; Moreno, Alcacer
Arsenal - Leno; Chambers, Mari, Holding, Xhaka; Ceballos, Partey; Saka Odegaard, Pepe; Lacazette.
How to watch
Villareal CF v Arsenal will kick off at 8:00pm BST and will be broadcasted on BT Sport.