Arsene Wenger's men are hot favourites to clinch the FA Cup this term, with Wigan Athletic standing in their way in the semi-finals on Saturday before a potential final with either Hull City of Sheffield United.
Oxlade-Chamberlain, 20, said a cup breakthrough can open the floodgates for Arsenal, but the drought-breaker - the north London side has not won a trophy in eight years and 10 months - was all-important.
"Once you do get that experience of winning the first one, you automatically build confidence you can go and do it again. That experience is vital," the England international said.
"The squad needs that 100 per cent. I always hear commentators talking about squads that have been around and won things.
"They always mention the experience of winning, knowing what it takes.
"And they've only got that through winning trophies.
"That is definitely ¬something that will help this team to go on and push forward and be successful.
"But it is just getting to that first one. It is a lot easier said than done. We are in a ¬position where we can make that happen, in a position where it is our responsibility to take that opportunity."
Oxlade-Chamberlain dodged a bullet when Wigan toppled Premier League title-aspirants Manchester City in the quarter-finals, but the former Southampton man refuted suggestions they are any easier than the Eastlands giants.
"I watched Wigan play City, and you expected City to win. But I watched the whole game and not for one moment could you tell Wigan weren't a Premier League team," he added.
"They have great players, they play some really good stuff and they compete.
"We don't think we're massive favourites and they're underdogs. We know it will be really hard.
"If they can beat City, on their day they can beat us and it is our responsibility to make sure that does not happen by not taking anything for granted and approaching the game in the right manner.
"We know what is in store and what they are capable of, so we need to give them the respect they deserve and do what we need to do as a team."
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