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“You never retain anything,” as a wise sports coach once said. “You give it back, and try to win it again.”

Arsenal Women begin their attempt at a second consecutive Women’s Champions League this evening against OL Lyonnes, and recent results mean they should approach a new European campaign with a degree of humility rather than the swagger of champions. The Gunners are winless domestically since nearly a month ago, most recently losing 3-2 to Manchester City on Sunday, and basic tasks such as defending set-pieces and corners suddenly seem to be a challenge.

Lyonnes, on the other hand, are unbeaten in all competitions since being turned over by Arsenal in their two-legged semi-final late last season. (A remarkable 4-1 win in France, after a 2-1 first-leg loss, secured Arsenal’s passage to the final and to ultimate glory.)

“We start from scratch,” said the Arsenal Women head coach, Renée Slegers, hitting the right notes of new-season renewal and humility. “We’re very proud of what we did last year and there was a lot going into that, but we all start over again,...