The Spaniard says the Gunners lack the psychological strength of their Premier League title rivals and admits he would be willing to look elsewhere in search of silverware.
A four-game winless run in the Premier League has relegated the Gunners from title contenders to battling with Everton to qualify for next season's Champions League.
All the while the club's nine-year trophy drought goes on, and Arsenal will face Wigan Athletic in Saturday's FA Cup semifinal at Wembley knowing anything less than winning the tournament will be a failure.
Cazorla admits he has still not found what he was looking for when he swapped Malaga for north London in the summer of 2012 and, at 29, says he is prepared to move again in search of silverware.
“I want titles and that is why I came to Arsenal,” he told Sport360. “Every football player wants to win titles. We’ve gone many years without winning one. And if not, what I’ll look for in my next destination is to have the chance to win.”
On the subject of a winning mentality, Cazorla added: “That is what makes it different at other clubs.
“You’ve a good example in Manchester City who signed Fernandinho, [Alvaro] Negredo ... or even Manchester United with [Robin] Van Persie and [Juan] Mata.
“Arsenal know what they need next season, but it’s almost impossible to win a title if we haven’t got these kind of things.”
Cazorla also refused to rule out the possibility of returning to Spain, where he had previously enjoyed the interest of Real Madrid while at Malaga and Villarreal.
“I don’t want to close doors, but nowadays I’ve a contract with Arsenal for two more seasons,” he continued. “When I’m turning 31 I’ll evaluate myself and I’ll choose the best option. In which case, I would be delighted to come back [to Spain].”