This is earned by winning a games of any type without being scored on. You can get this online if you have a really good team, but if you're struggling you can earn it alone in a game of Exhibition.
If you want to speed up the process, load up an Exhibition game with these settings:
Arena/Map: Any
Team Size: 1v1
Bot Difficulty: No Bots
Mutator Settings: Max Goal = 1
Now you can pick any team you want (it will only be you) and simply make a goal which will end the match immediately and count towards a win without being scored on.
Here's a visual reference as to how easy and fast it is to create and finish an Exhibition map for this achievement: