MADRID, Feb 18 (Reuters) - Laughing and joking with waiting Spanish journalists, Jonathan Woodgate cuts a relaxed and confident figure as he saunters out of the changing room after Real Madrid training, but there is one thing on his mind.

"I don't like all the talk about Arsenal going through a bad patch," he told Reuters in an interview ahead of next week's Champions League clash against the Premier League side.

"We've got to be on our toes because they are the sort of side that can turn it on at any time. They've got a side full of quality players and both legs of the tie are going to be very tough.

"I think the fact that they are out of the running in the league and the Cup will make them even more dangerous. Like us they have got to try and win something this year. That means they've got to try and win the Champions League."

Real Madrid fans take it for granted that they will beat the out-of-sorts Londoners at the Bernabeu on Tuesday, but the favourites tag does not sit easily on the 26-year-old centre back's shoulders.

"We may have the edge in terms of experience because we've got a lot of players who have won the European Cup and Arsenal haven't won a Champions League yet, " he said. "I think they could do it, though, because they are a fantastic side."

Woodgate's particular concerns are focused on Arsenal striker Thierry Henry and manager Arsene Wenger.

"Thierry Henry is one of the world's greatest players and his presence has made the Premier League a better league. He scores goals, sets them up and he is their main player, we have got to try and stop him.

"There are other players around him, but he is a phenomenal talent and you've got to be on top of your game to stop him.

"They've also got a fantastic manager in Arsene Wenger and that will stand them in good stead too. He has done really well without spending that much money which makes his achievement that much greater. I'm sure he will have a few tricks up his sleeve."

Despite his concerns about Tuesday's match, Woodgate says he is just out to enjoy what he expects to be a great night of European football.

The former Leeds United player has bounced back from an 18-month injury lay-off, a horror show league debut in which he scored an own goal and got sent off, and a string of muscle problems to finally claim his place in the starting line-up at Real.

"I felt like a footballer again the first day I started playing for Real Madrid after the injury. That's when I said to myself: 'I'm back' and so I don't feel as though I have anything to prove now just because we are playing an English side.

"Having said that, it's going to be an incredible feeling wearing a Real Madrid shirt against an English team. Me and David (Beckham) were just talking about it the other day. I'm going to enjoy it.

As to how to get past his old Premier League rivals and make it into the quarter-finals, Woodgate believes the key to winning the tie will be a good defensive display at the Bernabeu.

"The main thing for us is to keep a clean sheet. I'd love that because I know for a fact that we'll go to Highbury and score a goal.

"The other day we scored four against Zaragoza in the Cup and we got three of those in the first 10 minutes. It was unbelievable and I was out of breath just celebrating."

Coming after a humiliating 6-1 defeat in the first leg, the win was not quite enough to put Real through to the final, but Woodgate believes the team has emerged from the experience a far stronger and united outfit.

Much of the credit for the side's improved morale and self belief should go to new coach Juan Ramon Lopez Caro he said.

"We didn't give up on Tuesday even though we needed to score five goals. We worked our socks off to try and get back into the tie and the fans appreciated that.

"I think that it all started with the new coach and the hard work he has put in on the training pitch and it's down to him that we are in this position.

"We are more together and more organised than last year. The team spirit has never been that bad but it is obviously better when you are winning and that's what we are doing at the moment. On our day we can beat anyone."