Everyone thinks Real Madrid comeback 'nailed-on': Bellingham
The Gunners won the quarter-final first leg clash in London 3-0 last week, leaving Real facing an uphill struggle at the Santiago Bernabeu.
However Bellingham said Real Madrid's belief, history and quality can help the record 15-time winners triumph to reach the semi-finals, despite never previously overturning a first leg defeat of this magnitude in the Champions League era.
"It's a weird environment, the last few days, it was one of the worst (first leg) results we could possibly imagine, and for some reason everyone thinks it's nailed-on we'll come back, and it's a nice feeling I have to say," the England international told a press conference on Tuesday.
"It means there's a lot of trust in the talent, it means that you're at a club that's like no other, the best in the world, and that's what it represents and signifies to me.
"There's a pressure that comes along with that for sure, we want to deliver on what everyone thinks, that we can come back and that's obviously the goal for us."
Bellingham said the word 'remontada' -- comeback in Spanish -- has been flying around since Madrid's capitulation at the Emirates.
"Remontada... I've heard it about a million times this week, I've seen a million videos online," continued Bellingham.
"(It's) really motivating stuff, it's a night that's made for Real Madrid, a night that people are familiar with in this part of the world, hopefully we can add another special night."
Bellingham said Madrid players had to use the fans' energy at the Bernabeu to help fuel them as they bid to add another spectacular European night to an ever-growing collection.
"They are huge in creating an atmosphere and an energy inside the stadium that's infectious and the players really thrive off that... it brings a better level from us," said the 21-year-old, who helped drive Madrid to Champions League glory in his debut season after joining in 2023.
"We have to match their desire to win, their energy and produce a performance they can be proud of," continued Bellingham.
"There's an expectation from Real Madrid that when we get into these kind of holes we can come back, even if it's a really tough one, a really difficult one.
"Just because the club has done it so many times, that's what's so impressive about the size of this club, and the expectations are obviously huge."
'We need him'
Real Madrid coach Carlo Ancelotti, who has won the competition five times as a manager, more than anyone else, said he was calm ahead of the game.
"I'm focussed, with a very cool head, it's not my first night like this and I hope it will not be the last," he said.
"More than worried, I am excited to be able to take part in games like this from the bench, that excitement allows me to keep a cool head."
Ancelotti called on his players to play with "head, heart and balls" against Arsenal, and said he needs striker Kylian Mbappe to deliver.
The French superstar was sent off against Alaves on Sunday as his team scraped a tight La Liga win.
"He's hurt, disappointed about what happened, yesterday he trained very well, very motivated," added the coach.
"We need him... he has to score goals, more than ever, we need his goals tomorrow."