The Gunners have had a very mixed start to the new Premier League season. They opened the new campaign with a thrilling win over Leicester, slumped for the away fixtures against Stoke and Liverpool but have since bounced back with a win against Bournemouth and a spirited draw at Chelsea.
Arsene Wenger's side also comfortably negotiated their way through a tricky Europa League opener against Cologne and progressed into the fourth round of the Carabao cup with a win over Doncaster Rovers.
"Even before Chelsea, the games against Bournemouth and in the Europa League helped the team build up the momentum," Bellerin said in an interview with 'Sky Sports'.
"And the last few games against Chelsea, we have always come out on top and the team was confident we could do the same again.
"We were a bit disappointed as we had chances to score and when you come out of the game thinking, 'we could have won that', it is a bit disappointing.
"But to perform away from Stamford Bridge, which is always hard, and to come out with a clean sheet and a solid performance was very good for the mood in the team and the club."
Arsenal are preparing for the visit of West Brom and Bellerin says the match is all about "keeping the momentum going."
You can follow live updates of the Premier League clash between Arsenal and West Brom later this evening on BeSoccer. Get the latest team news ahead of the game here.