Andy Carroll scored the only goal of the game as Hughton guided Newcastle to a 1-0 Premier League win at the Emirates in December, 2001.
Hughton went close to another three points at Arsenal with Norwich in April, 2013, but the hosts scored three times in the last five minutes to win 3-1, with the first goal a contentious penalty decison.
Asked about guiding Newcastle to all three points at the Emirates, Hughton said: "It was a Andy Carroll header and I remember it well. That's what the challenge is.
"There can't be anywhere in this division that you can afford yourself the feeling you can't go and get something. What we know is on a day like Sunday, we will have to have things go our way and will have to play at a really good level and probably play an Arsenal team who don't play at their best.
"That's the great challenges that we have. There would be more pressure on Arsenal to win than there would be for ourselves. Most people wouldn't expect us to get anything but that's the great opportunity we have."