Bakayoko joined Chelsea from Monaco in the summer in a £40million deal and made his debut in the 2-1 win away to Tottenham last month.
The France international has featured in every game since and is expected to keep his place for the visit of Arsenal tomorrow (1.30pm).
And despite being in his first season at Stamford Bridge, Bakayoko is well aware of how much these London derbies mean to the Chelsea supporters.
Bakayoko told Chelsea’s official website: “I think that actually in terms of rivalries that Chelsea have, the one with Tottenham is perhaps even bigger than Arsenal.
“Having already played that match, being able to win that match, being able to bring so much happiness to our fans was really a wonderful achievement for the team.
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“Now we’re looking forward to the match against Arsenal, which perhaps carries less of that rivalry.
“But it is nevertheless incredibly important and it’s absolutely vital that we work hard to achieve the right result on the pitch.
“These sorts of matches above all are really important to the fans.
“And if there’s a lot of importance that is riding on this game then it probably comes from the people associated with the club and the fans and what it means for them living in London.
“But in terms of us players, we’ll be focusing on the game. We’ve already made a good start to the season and we’re at home as well.
“So it’s not a match that we can afford to lose and our objective remains based just on what happens on the field of play.”