Both teams head into Tuesday's game in Russia looking to secure their first points in Group G after Zenit and Austria lost against Atletico Madrid and Porto respectively on matchday one.
And Arshavin concedes he is unsure what threat Vienna will pose Luciano Spalletti's men as his knowledge of the Austrian champions and the standard of football in their country's top flight is non-existent.
"I wouldn't like to compare Austria to our previous opponents for one simple reason - I've never seen them play before, and I've never seen an Austrian league match either," the former Arsenal attacker said.
"So I'll refrain from commenting.
"We'll see everything on the pitch."
Spalletti's side currently top the Russian Premier League after going nine games without domestic defeat.
Zenit scored two goals in the last 10 minutes to defeat title rivals Spartak Moscow 4-2 at the Stadion Petrovskij on Saturday and take a three-point lead in the league.
And attention now turns to getting their Champions League group campaign up and running.
The 32-year-old added: "Naturally we are motivated. This is the Champions League.
"We all play in the Russian League in order to make it to the Champions League tournaments the following year.
"And that's why we went through qualification this year. In terms of our physical shape, everything is all right too. Zenit will be very strong."
