The Gunners ran out 1-0 winners at Molineux a fortnight ago, despite Gabriel Martinelli’s second half sending off.
In what was dubbed a European six-pointer, the Arsenal players celebrated wildly with their fans at full-time, prompting both Ruben Neves and Conor Coady to denounce their behaviour.
But Lage says he is not interested in revenge and has not spoken to his players about Arsenal’s celebrations two weeks ago.
He said: “It’s not about revenge. After the game we shake hands, say congratulations to them because they won and we move on, that’s the mentality.
“They did what they did and held on for 30 minutes with 10 men. They celebrate like us.
“Sometimes if I was in their place I would do the same – maybe more calm – but we don’t talk to the players about that.
“I was talking to the players about their movement, which they do very well, and the spaces they can offer when they come to press.
“I think it was a good game and we played better against Arsenal than we did against Leicester.
“We need to go with the same mentality, ambition and personality to play our game against a strong team who are playing well.”
Tonight’s clash at the Emirates Stadium will be Raul Jimenez’s first at the ground since fracturing his skull there in November 2020.
But Lage says the striker is paying no attention to the significance of his return, as the head coach heaped praise on the Mexican.
“To be honest, I haven’t talked to him about that because he doesn’t need to,” Lage added.
“In training Raul is impressive. The way he runs, I’m more tired watching him. That’s why these kind of things happen to these players, because they go with everything.
“He’s an amazing player and is at the same level defensively as he is offensively. That’s why he’s so important for us and is a good example for the young strikers.
“If they want a good career, Raul is a good example on and off the pitch.
“He’s the guy who fights for every ball and he trains the way he plays. It’s amazing.
“It’s very hard to play against him and the defenders feel that. He wants to win every duel.
“That’s why it’s so good for Fabio Silva to work with him and we can now see things in him that are very good. What he did against Brentford, what he did against Man United – the same fight and pressure without the ball and then quality with it.
“I want the strikers to add value to both the defensive and offensive game.”
Meanwhile, Lage also confirmed he has no fresh injury concerns and still has a fully fit squad to choose from.