The Gunners are on their way to Wembley after beating Chelsea in the EFL Cup semi-final on Tuesday night.
Arsenal are top of the Premier League and Champions League, are still in the FA Cup and are of course set to face either Manchester City or Newcastle United in the EFL Cup final.
The hopes of a quadruple are growing amongst optimistic fans and Arsenal are in a perfect position to win it all under Mikel Arteta this season.
Odegaard was asked about their quadruple chances this week and revealed that the club aim to win every game as they hunt down success.
"We play to win everything," Odegaard told Men in Blazers. "We want to win every game we play, every tournament we play, every trophy, you know? So, that's the mindset.
“As I said before, I think the key is to stay in the moment and not think too much about the bigger picture or too far ahead.
“But I think for us it's just winning every single game. That's our goal.
"So at the moment we have to just look for the next game and it's a good thing we're in all the competitions. That's what we want.
"I think that's good for the squad to have that, everything to push for and, as I said, stay in the moment and just try to win every single game."
The win over Chelsea means Arsenal will compete in a ninth EFL Cup final in what could be the start of the greatest season in club history.