The two teams meet on the weekend with the Gunners top of the table and some ten points clear of the Blues, who sit sixth after a heavy defeat at Brighton.
In an interview with Italy’s Corriere della Sera, Koulibaly discussed Arsenal’s early lead atop the table: “It will be Chelsea at the end of the season, I want to write history here."
The Senegalese defender, 31, revealed he took advice from club legends Gianfranco Zola and Didier Drogba before signing for Chelsea.
Having seen Thomas Tuchel replaced by Graham Potter in the dugout, Koulibaly now knows why he was told to expect a rollercoaster time at Stamford Bridge.
“This is the beauty of football,” he added. “I arrive with a coach who wanted me at all costs, and then he leaves.
“Both Tuchel and Potter play with the three-man defences, I was used to a four with Napoli.
“It's another string to my bow, you never stop learning. I knew I was going to have a hard time, and that’s proved true. Even Zola and Drogba had anticipated that for me.”