Arsenal are into the last -16 of the Europa League and will take on French side Rennes.
The Gunners are just four points behind rival Tottenham in third and Xhaka says they’ll prioritise league position.
"After Arsene Wenger left a lot of things changed in this club’ said Xhaka. We are happy with the coach, we improve a lot, we work a lot.
"It’s a big step if we come back to the Champions League. We want it as well. It’s not easy, we know that, but we keep working. Two times in two years we didn’t play Champions League. A club like Arsenal have to play in the Champions League and we have to show that always on the pitch.
"We work a lot, changed our identity, you can see that week after week. It’s important that we are there, not so far from the Champions League. Last games we want to take the points and to finish in the top four. If you win Europa League you go straight away to Champions League. But I think Premier League is our first priority to go the Champions League."