Arsene Wenger’s side have endured a disappointing 2017-18 Premier League campaign despite significant investment in new players.
Arsenal missed out on a place in the Champions League last term after Liverpool FC finished above the Gunners.
Wenger’s men are 11 points adrift of fourth-placed Tottenham Hotspur in the race to secure a Champions League qualification spot.
In fact, Burnley are a mere four points adrift of Arsenal, although Sean Dyche’s men have played one game more than the Gunners.
The north London outfit can still qualify for the Champions League if the Gunners manage to win the Europa League.
Arsenal will have to get past Spanish giants Atletico Madrid to reach the Europa League showpiece following a 1-1 draw at The Emirates on Thursday night.
Former Gunners star Merson warned Wenger and his squad that winning the Europa League would be spoiled if Arsenal finish behind Burnley.
“If Arsenal were to win the Europa League but finish in seventh place behind Burnley, it would tarnish winning the Europa League,” Merson told Sky Sports.
Wenger announced last week that he will stand down as Arsenal manager at the end of the season.
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