Much had been expected from the Hoops after a number of high-profile acquisitions this summer, but they languish bottom of the Premier League without a win from their opening eight matches.
Mark Hughes' side will do well to stop that run stretching to nine games in this weekend at the Emirates, although Mbia believes QPR can get a result at the Emirates Stadium.
"Everybody wants to get that first win," the Cameroon international told the club's official website, www.qpr.co.uk.
"We haven't had much luck, but it is up to us to make our own luck and once we do the results will come.
"The lads are calm and we know if we keep improving we will start to climb the table.
"Arsenal is a big game for us and of course we know what London derbies mean for the fans.
"We can go to the Emirates with confidence, because we have a good team with a good, strong mentality.
"We have experience and at places like the Emirates, you need to be strong, composed and confident.
"Arsenal will want to bounce back from their defeat at Norwich, but we need the points as well to move up the table."
Mbia became the last of QPR's summer signings when he completed his move from Marseille on transfer deadline day.
The 26-year-old has started the west Londoners' last four matches, including Sunday's frustrating 1-1 draw at home to 10-man Everton.
"We played well against Everton," Mbia said. "I thought we were very unlucky. We deserved much more from the game.
"We really wanted to get that first win for the club and the fans.
"I feel as though I've settled down now in England. It always takes time to get used to a new country and a new way of life, but I feel like I am at home now and that will only help me on the pitch.
"The manager and Mike (Rigg, technical director) have been great in helping me settle in and I am very happy in London with Queens Park Rangers."