Cape Town - Alexis Sanchez says Arsenal's inability to mount a sustained challenge on the Premier League title is the cause for his frustrations.
The former Barcelona front-man did his utmost to lead the Gunners to the top of the pile this season, with 23 league goals in their 37 games played.
But his form alone was not nearly enough for Arsenal, who go into their last game of the season, in fifth place on the standings, one point adrift of Liverpool and three behind Manchester City.
The 28-year-old, who scored both goals in the club's 2-0 win over Sunderland on Tuesday, to keep their top-four hopes alive, spoke of his frustrations ahead of facing Everton on Sunday.
He said: "Because sometimes when I look at the team we have and the players here... because when it comes to winning the Premier League we often lose or draw against teams at home when we are superior.
"Sometimes the frustration more than anything is about the fact we could be challenging for the Premier League title."
He added: "I've always said we have great players here, it's just about having the mentality of being a great player and going out on to the pitch already thinking about winning.
"That's what we've done in the last three games. We had the mentality to win at all costs and we won and we won well."
With Arsenal in the FA Cup final this season, the club has a real chance of ending the season with silverware, and Sanchez says it would be a "positive" for the club.
"I don't know whether it would be successful or not, but I think it would be positive to beat Chelsea in the FA Cup final," he added. "I think the players have the desire and mentality."