Adelaide goes into Saturday's second A-League semi-final against Sydney at Allianz Stadium having already beaten the Sky Blues at their home venue three times this season.
Sydney has lost five league games at home but is unbeaten on the road this season.
Arnold noted on Thursday that his "Sydney Mark II" team has collected more points than any other club since he altered the squad in the January transfer window, after losing four players to season-ending injuries.
He will have defender Seb Ryall, midfielder Terry Antonis and striker Marc Janko back available for selection this weekend.
"If I am scared of Adelaide, I'm more scared about the fact that I've got to select 11 out of 20 very good players and I've got to disappoint players," Arnold said.
"Shane Smeltz came in for Janko in Wellington [in the final round] and did exceptionally well and Marc is back.
"Terry Antonis has come back and Mikkel [Tavares] and Milos [Dimitrijevic] there is pressure [on them] there as well.
"Seb Ryall is back in and Rhyan Grant did a great job against Wellington, so I've got some selection dilemmas."
Arnold, who aspires to make Sydney the Manchester United of Australian football, believes it has only completed 40 per cent of its journey.
He pointed to recent form as a reason for his confidence heading into Saturday's's cut-throat game.
After the break for the Asian Cup, the Sky Blues have won 10 and lost just two of its 13 games.
Sydney scored 37 goals in that time compared to just 15 in its first 14 games before the three-week hiatus in January.
"Sydney Mark I, [which] I built June-July last year, was decimated with the four injuries in December," Arnold said.
"Mark II was built in January. Since then our performances and our form have been outstanding and I don't expect anything to change on Saturday night.
"We've got a lot of players with experience, a lot of players that have played on the top stage, the big stage before.
"They are excited, there are no nerves in our camp."
Arnold was relaxed about a rugby league game being played at the venue the night before.
"I had a chat to [Sydney Roosters coach] Trent Robinson and said, 'Mate, stay out of the middle for us and just play on the flanks,' so he's changed his game plan this week, so we should be fine," Arnold quipped.
THE DIFFERENT FORTUNES OF SYDNEY FC MARK I AND MARK II
MARK I (Before the Asian Cup) Played 14, won 4, drew 7, lost 3. Goals scored 15, points 19.
MARK II (After the Asian Cup) Played 13 won 10, drew 1, lost 2. Goals scored 37, points 31.
