"It is always nice to play against a team that you've been at for so long," he says. "I had a fantastic time there and you can never wipe that away.
"It can be very difficult because I know a lot of the players, but for 90 minutes I am a West Ham player and I will give all I've got - their players know as well as I do that the result is more important than friendship come three o'clock.
"It will be a difficult game but we approach it with a lot of confidence."
He hopes that the side can turn performances into points and adds: "I think we are getting there in terms of consistency, even if we are not always getting the results we deserve.
"Against Aston Villa in the second half performance and against Manchester United we played well.
"At Sunderland we should have got a draw at least and against Charlton we could possibly have won.
"Against Villa we had six or seven chances and the penalty as well, so hopefully in time the results will come.
"Good teams don't give you presents but I'm sure if we keep playing the way we have been we will get there."
Nigel knows his former club are a real handful away from Highbury, and he says: "Their away form is absolutely fantastic but we need to go out with the same attitude we have had in the past few weeks. There is no reason we can't win - we played Chelsea at home in a hard game and beat them.
"If Arsenal's home form had been as good as it has been in the last three years they'd be miles away in the league already.
"But we've got to be positive; there is no point going in and being scared, or you might as well not play - we want to win the game, it is as simple as that.
"At home we have got to be difficult to beat again; we started really well then had a couple of slip ups.
"They have got some fantastic players and if you sit back and let them play they will produce the goods, but we know that we can give them a game if we work to our strengths; we have good players as well and will try and match them for 90 minutes.
"When you start to look at their players and analyse it you could get scared. I think the thing to do is respect them as a team - each one is an international in their own right."
Nigel is hoping for a better response from the fans than that which took place during the Aston Villa game, and he thinks that will be crucial.
"The crowd will be with us after the win against Manchester United," he says.
"Not many teams do win at Manchester United and when you do, you have to savour it for a little while, but we can't get carried away."
Nigel feels that it is vital to take points off West Ham's 'neighbours' in the Premiership and explains: "We need to produce wins against teams sitting lower and bottom of the league as well because they could be important for us.
"If we can get points from the top teams like the Arsenals, Manchester Uniteds, and Liverpools that is an added bonus.
"But you need to take points from teams around you as it pushes you up the league and puts them further down.
"If we do that we can look forward to a good second half of the season."