The Spain international has become a key figure in the Gunners' midfield since his summer move from Malaga, and says a win at Old Trafford will install huge self-belief within the players, but recognises they will have their work cut out.
"[A win] would be great for the team's confidence,” Cazorla told the club's official website.
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"Let's take the example of our match against Manchester City, which was a difficult game against a tough side. The team showed incredible quality and could even have won the game, so we came out of that match much stronger than before.
"I think the key to modern football is having possession. The more you have the more you control the game. At Old Trafford we need to control the game and keep hold of the ball.
"Therefore, as well as the three points you can hopefully take from those games, you can come out stronger and take away more confidence too."
The 27-year-old says the game at Old Trafford is one of the matches that he has been looking forward too ever since he made his switch to Arsenal.
"It's a great fixture," he added. "It's a great stadium, they're a good side and it's a big game. It will be a brilliant experience. They've got brilliant players like Robin [van Persie], [Wayne] Rooney and many more who are first class, so it will be very difficult to beat them," he added.
"But all the players in our squad have played against some of the biggest teams in the world so it's nothing new for us."