Aubameyang atoned for missing several clear-cut chances in last week's first leg as he wrestled with a downturn which domestically saw him go two-and-a-half months without scoring a Premier League goal.
"Sometimes when you go through difficult moments, you can have those difficult moments and get into a sad mode and I think that's the worst thing you can do because nobody has to feel sorry for themselves when you're having those moments," Arteta said.
"What you have to do is get upset, get angry, work harder and approach the situation and face it. Face the challenge in a way that creates more motivation and more hunger to do it and I think in recent weeks I've seen that reaction.
"For example, in a training session before we played here [in Greece] he missed a penalty and he was really upset. Instead of going sad, he got upset and I said to the coaching staff that I like that and that he would be fine tomorrow. When you have that mentality, I think that's the right way to approach it."
Arsenal trained in Greece on Friday morning before making the four-hour return flight ahead of Sunday lunchtime's trip to high-flying Leicester City.
Asked if Aubameyang, who has 13 goals in 26 matches across all competitions this season, was close to top form again, Arteta replied: "Yes, because he is getting into much better positions, his rhythm during the games is much better with and without the ball, his movement.
"The week before when we played Benfica, he had three big chances and I am not worried about him missing them because I know if he gets in those positions, he is going to be scoring consistently so this is what he has to demand of himself. If we have Auba at his best, as a team we obviously have a much better chance to be successful."