The Gunners boss was pleased with the Spaniard’s performance in his side’s 3-1 victory, stating that "it was a delight to watch him" after he scored the third goal
Mohamed Diame opened the scoring for the Hammers early on, but goals from Olivier Giroud and Theo Walcott put the Gunners back in front, with Cazorla sealing the victory late on.
Cazorla joined Arsenal during the summer and has made seven appearances since leaving Spanish outfit Malaga, scoring two goals in the process.
"[Cazorla] had another outstanding performance," Wenger told ESPN. "You can just admire him if you love football. Just watching him play, it's a delight to watch him.
"[I'm] very happy, because it was a game played with a high tempo, where our nerves were tested of course.
"With the first shot on goal they scored a great goal. From then on we had to not concede a second one, knowing they are always dangerous in the box, and get our game going, and we did that in a very convincing way.
"I feel we have a strong spirit, a good team, and we came out of losing the game last week with two 3-1s, so we responded well in a strong way, and it's interesting."
Arsenal got themselves on the scoresheet just before half time, with Giroud poking home a fine Podolski cross to level things for the Gunners for his first Premier League goal for the Gunners.
"He [Giroud] scored at the right moment," Wenger continued. "He scored, Theo came on and scored, Santi scored a great goal, and overall I believe it was a very convincing performance."
Wenger’s also revealed he is pleased with Walcott's performance against the Hammers. The 23-year-old burst past the home defence before slotting past Jussi Jaaskelainen 13 minutes from time.
Wenger added: "He has that in him, I said that many times. But before, two or three years ago, when he got in front of the keeper you were not always sure he would finish well. Now you are nearly convinced he will score."