The £15 million summer signing from Malaga has helped the Gunners avoid defeat in their first three league games and proved instrumental in the recent 2-0 win over Liverpool at Anfield, scoring and providing an assist.
And, although the Spaniard admits that there is pressure to live up to his hefty price tag, he has highlighted the freedom given to him by Arsene Wenger as crucial to his displays.
In an interview with El Pais, Cazorla said: "They have paid an important amount of money for me and the role they've given me is the one I like.
|16/1||Santi Cazorla to score anytime and Arsenal to beat Southampton 3-1 is 16/1 with Bet365
"He told me to be at ease and that he'd play me where I could most help the team. It surprised me in pre-season when he put me as the second striker.
"I've come to play on the wings with the freedom to move inside, but Wenger has immediately put me in this position. With Arteta, Diaby, Rosicky and Wilshere, who is recovering from injury, we’re going to have a lot of the ball."
Cazorla went on to hail his compatriot, Mikel Arteta, for helping him adapt to the English style of play so quickly.
"Arteta has advised me a lot, he told me football is much faster and less tactical than Spain. It's more give-and-go," he added.
"Mikel has helped me to learn to see the game and said that if we play rapidly with the ball we're going to create a lot of danger and we'll beat most teams.
“Wenger wants him [Arteta] now as a defensive pivote and he's doing it very well. He gives real balance and he can win the ball back and play it out because with the ball he's spectacular."