Arsene Wenger broke the north London club's transfer record to land Ozil from Real Madrid on transfer deadline day, ending a three-year spell in the Spanish capital.
And Cazorla, impressed by the Germany international's swift impact, admits that he is still mystified by Madrid's allowed him to leave the Santiago Bernabeu.
"I freaked when I knew Real Madrid had let him leave and he was joining us," he told AS. "He's a huge player for us. He arrived humble and ready to achieve things. It's obvious you can learn from him. He's a different player, with genius.
|5/1||Arsenal are 5/1 with BetVictor to win the Premier League
Arsenal have soared to the top of the Premier League after notching five wins and a draw since the opening day defeat at home to Aston Villa and Cazorla feels that a growing belief within the squad is behind their revival.
"We feel confident as we began with two Champions League wins and we're on the top of the Premier League," he enthused.
"We will fight for titles. I'm pretty sure of that."
The 28-year-old's season was temporarily curtailed by an ankle injury picked up in September while on international duty with Spain but he is expected to return when Arsenal host Norwich City on Saturday and says that it has been a frustrating experience having to watch from the sidelines.
"It was hard when I knew I had to stop for more than a month but it's almost over," Cazorla remarked. "You must be careful and take on board what the doctors tell you and what your body tells you."