Arsene Wenger's men recorded a 3-0 win over the Serie A leaders in the second leg of their Champions League round-of-16 clash on Tuesday, but nevertheless finished 4-3 losers on aggregate.

The excellent display followed on from wins over Tottenham and Liverpool in the English Premier League, and Szczesny wants Arsenal to continue building in their bid to clinch a spot in next season's Champions League.

"The momentum keeps going. We won a couple of fantastic games in the Premier League recently against Tottenham and then Liverpool," the Polish shot-stopper said.

"We got a great win here (against Milan). It wasn't enough but we still have the momentum and we believe we can play really well for the rest of the season."

"I think we've sent a message to all the teams that when we play at our best, we can beat anyone - in our own country and in Europe."

Massimiliano Allegri's men were expected to cruise into the quarter-finals after taking a healthy 4-0 lead into the clash at Emirates Stadium.

But first-half goals from Laurent Koscielny, Tomas Rosicky and Robin van Persie put Arsenal back in the tie, only for Wenger's side to tire after the break.

Sitting fourth in the Premier League, three points clear of Chelsea, Arsenal are in a strong position to secure a Champions League spot, and defender Thomas Vermaelen believes they deserve to be in Europe's premier club competition.

"I think Arsenal is a team that belongs in the Champions League. And that's what we will try to achieve in the next game, and get in the top four," the Belgian said.

"The way we played in the first half, I'm really confident. It's not always easy to be consistent in top football."

"And if you do what we achieved today in the next following games, then I'm really confident that we'll be in the top four, maybe top three."