After ending a 22-year wait for the Premier League title, Mikel Arteta’s side now turn their attention to Europe, where they face the reigning champions in Budapest.
A win at the Puskas Arena would not only end their long wait for Champions League glory but also make them part of an exclusive group of English clubs to win both the English top-flight and European Cup/UEFA Champions League in the same season.
Speaking ahead of the final, Okocha said the match is very hard to predict and could go either way, but stressed that the result will not change how he views Arsenal’s progress.
"It’s a very difficult one to call. In a final, anything can happen," Okocha told Flashscore.
"Everyone feels the pressure, and the team that stays the calmest and most relaxed will usually come out on top.
"It’s not about doing anything special, but about keeping a clear mind and playing your normal game. That psychological aspect is very important at this stage, so I honestly can’t predict the result. It can go either way.
"For me, Arsenal’s season is already a success, and not just because of this year alone. Since Mikel Arteta arrived, the team has shown steady progress.
"They have finished second in the Premier League multiple times and have consistently remained in the Champions League places.
"So, it has been a gradual process, and they keep improving year by year. Winning the Premier League is already a huge achievement. Regardless of what happens in the final, it has been a very successful season for them, and I hope they go on to win it."
This fixture will be Arsenal’s 63rd match of the 2025/26 campaign, marking their busiest season in 46 years, since they played a club-record 70 games in 1979/80.
Interestingly, the London side have been one of the standout teams in this season’s competition, remaining unbeaten through their 14 matches. Goalkeeper David Raya has also played a key role, keeping nine clean sheets along the way.
Emmanuel, brother of PSG icon Jay-Jay, feels that winning the Premier League has given Arsenal an important psychological edge heading into the final.
"Winning always helps confidence and builds momentum," he continued.
"PSG also come into the final as league champions, and they are a strong and confident team who have improved a lot since Luis Enrique took charge.
"But this kind of success is an even bigger boost for Arsenal because of how long they had gone without winning the Premier League. That achievement will give them the belief going into the final."
PSG are the first team to reach consecutive Champions League finals since Liverpool in 2018 and 2019. They are now aiming to become only the second club since Real Madrid to successfully defend the trophy.
Enrique’s men will look to complete that achievement with a younger squad compared to Arsenal, but the 1990 Africa Cup of Nations silver medalist believes age will not be a deciding factor at this stage.
"It’s about confidence. Once you’re in there, there’s no respect - keep the respect outside. When you come out, then you know your seniors,” Okocha added.
"But in there, you know why you were brought up to play for Arsenal. So, there’s no age limit. You can’t talk about age. It doesn’t really count.
"Once you’re in there, all the players are age mates. And the younger, the better. Sometimes experience matters, but there are other things you can use to make up for it."
Both teams will meet for the eighth time in all competitions, with their head-to-head record perfectly balanced at two wins each and three draws, although the French team won the last meeting.
It will also be the first-ever major European final between clubs from France and England, and only the fourth European Cup final between teams from two capital cities, after Benfica vs Real Madrid in 1962, Real Madrid vs Partizan Belgrade in 1966, and Ajax vs Panathinaikos in 1971.
