The 28-year-old midfielder has impressed during his first season in the hustle and bustle of English top-flight football following a £15million summer move from Malaga. Cazorla revealed Arsenal's own brand of 'tiki-taka' made it easy for him to settle quickly alongside fellow Spaniard Mikel Arteta and England midfielder Jack Wilshere.
"For me it is important to go out onto the pitch and be comfortable, and that has been the case since the first game. I have always been at ease on the pitch," Cazorla said in the Arsenal matchday magazine.
"In my case too, you do not notice much difference between Arsenal and playing in Spain, because we are also a side who like to play with the ball.
"The boss has a philosophy of playing football, it is always trying to find attacking football, of having the ball and because of the characteristics of the players we have, it is what comes easiest to us."
Arsenal head to Sunderland on Saturday looking to maintain the momentum from a four-game unbeaten run. However, manager Arsene Wenger has a few fitness concerns.
Captain Thomas Vermaelen missed the 1-0 win against Stoke last weekend because of an ankle problem and did not go on international duty with Belgium.
Fellow centre-half Laurent Koscielny limped off during France's defeat to Germany in Paris with a reported calf problem.
Should both men fail to recover in time for the trip to the Stadium of Light, then out-of-favour Sebastien Squillaci or Spanish 20-year-old Ignasi Miquel could have to step in to the heart of the defence alongside Per Mertesacker.
Francis Coquelin is another option, but the defensive midfielder has missed a couple of matches with a hamstring strain.