The Gunners sit top of the table ahead of today's London derby against Crystal Palace.
Martinelli said: “We really believe that we are going to achieve big things this season. We have an amazing group with really good players so we trust in ourselves.
“We play for Arsenal. We want to win titles - the Premier League, the FA Cup, the League Cup and the Champions League.
“I’m trying my best. I always have and I will keep doing that, it’s a big season and we want to win titles. The World Cup is coming up as well so everyone wants to play and give your best.”
On being Prem leaders, Martinelli warned: “It’s easier to get there, but it’s more complicated to stay there so we are going to work on that. This is what we are working for.
“But we have an amazing team, amazing fans and we are going to give our best. We play for Arsenal, we like to play alongside the good players and we are happy.”
Martinelli also has hopes of making Brazil's World Cup squad, though concedes his position is overloaded with talent.
He added: "You play for Arsenal, it’s like the international team for me because we have Vini, Rodrygo and Raphinha, so many good players and I can’t complain.
“I need to be thankful for having those players alongside me. I’m trying my best. I’ve been trying to give my best on and off the pitch. I just want to play, have the freedom to play and show my talent.”