The Emirates Stadium outfit broke their trophy drought in the FA Cup last season, winning thrilling contests over Wigan (semi-finals) and Hull City (final) to end a barren nine-year period.
Mertesacker reflected on their thrilling cup ties - in which the German defender had to score an equaliser in the semi - ahead of their FA Cup semi-final against Reading.
"It's good to have a run," Mertesacker said of Arsenal's cup defence.
"Obviously we had some setbacks at the start of January and February, but after that we managed our situation well by just winning and focusing on ourselves.
"Not worrying about who was ahead of us, or if we were going to be a [Premier League] title contender, we just wanted to be consistent.
"But, Saturday against Reading is another competition. That run means nothing.
"We are at a good level of confidence, but there will be pressure situations for us because we are super favourites, and can we handle that during the game?
"We suffered a bit last season on that occasion with that pressure, but it was a great experience, and hopefully we can manage that much better this time.
"Last season we created a lot of chances, but it looked like we couldn't score and we looked really desperate after we conceded that penalty and it was really hard, so let's focus on that game and not thinking too much about the Premier League."
Arsene Wenger's men went some way to settling their Wembley nerves with a 3-0 Community Shield victory over Manchester City in August.
But their presence in the traditional season-opener would never have happened, if not for Mertesacker's header to send their semi-final with Wigan to extra time.
Arsenal eventually prevailed on penalties 4-2, and again required extra time in their comeback win over Hull in the final.
"Yes, obviously it was a tough one against a Championship side, so you can compare it a little bit, but obviously it's going to be difficult," said Mertesacker, comparing their semi-finals.
"It's a great warning from last season, that we went to penalties and had a great stopper in Lukasz Fabianski who saved two, so it's a good warning to all of us.
"You need to be focused 100 per cent. I think Reading and Wigan are quite similar, so it's going to be a tough one for us."
