Wenger said Cazorla opted to undergo surgery over the weekend after injuring himself during Arsenal's 1-1 draw at Norwich City on November 29.
The 30-year-old is facing at least three months out but his manager insisted he would not miss the rest of the season.
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"Santi wanted to have a chance to come back quickly so he didn't want to last too long for 25 opinions," Wenger said.
"He decided to go straight away. The guy said: 'Look, it's a clear case. It's a rupture of the external knee ligament.' And Santi said: 'OK, let's do it straight away.'
"It's not the season. It is at least three months out, maybe four."