The Red Devils dropped yet more points on Wednesday as they came from behind twice to draw 2-2 with the Gunners at Old Trafford.
The 37-year-old Swedish professional football star spent two terms at Old Trafford under Jose Mourinho and left the Premier League side in March this year for a move to LA Galaxy.
"Fulham is a big game", the summer signing from Porto said.
"We perhaps lost a bit of control there but we created lots of chances after 2-2 and I am very proud of our performance".
"We sleep thinking about getting into the top four and we wake thinking about getting into the top four", Dalot added.
But the 19-year-old believes this his team have what it takes to reel in their rivals come May. "That's the best for him and for us".
Former France defender Laurent Koscielny could come into the matchday squad, after twice playing for Arsenal Under-23s, either on Saturday or next week against Qarabag in the Europa League. "It is our main goal for now to get into the top for and I think are will get there". With the help of my team-mates, the coach and the fans I think I will be improving a lot here. I am still learning, it is not flawless.
Like Dalot, experienced centre-back Sokratis Papastathopoulos is looking to make an impact during his first season in the Premier League.
Meanwhile the Spaniard warned that the diagnosis for Rob Holding's knee injury "is not good".
Arsenal boss Unai Emery has said Mesut Ozil is still training separately with a physio as he recovers from a back problem and remains a doubt for Saturday's game against Huddersfield. "It was a hard game", Papastathopoulos said. "A stronger idea with good positioning on the pitch and with the ball, good communication between us to dominate the match".
"It was disappointing and we paid the price for not starting how we should have started", he said of their performance against Southampton.
"Every supporter needs to feel that with us, and push like they pushed against Tottenham".
"Our focus is to get into the first four".
"But we know the opposition they also want to do the same".
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