Shelley Kerr’s side were beaten 2-0 at Meadow Park by VfL Wolfsburg in the first leg of the semi-final on Sunday afternoon.
That result means that the Ladies need to score at least twice to have any chance of reaching the tournament’s showpiece at Stamford Bridge.
“We believe,” Scott told Arsenal Player. “With our attacking threat, we can score goals away from home. It's about regrouping and believing as a group that we're good enough.
“It's about performing in the semi-final and we've got nothing to lose so we've got to go all-out attack and hopefully we will get those goals.
“With our attacking threat, we've got nothing to be scared of. If we can get Kim on the ball and utilise Gemma and Yankey's frightening pace, we have a chance. Ellen's been in clinical form of late too. We have to believe.
“This is a talented bunch. It's not about getting to the semi-final all the time.
“We feel frustrated [with our first-leg performance]. We didn't start at the tempo with which we normally set our stall out. We regrouped at half-time and came out better in the second half but in a semi-final, especially at home, you need to start all guns blazing and we didn't do that.
“We want to go one step further. It's about performing on a stage like this and stepping up. We've all got to step up our performances if we want to progress.”Copyright 2014 The Arsenal Football Club plc. Permission to use quotations from this article is granted subject to appropriate credit being given to www.arsenal.com as the source 15 Apr 2013