A late capitulation to Swansea City on Saturday saw the Gunners drop to 10th place, 15 points off leaders Manchester United, after they were frustrated by draws with Fulham and Aston Villa.
"We don't know exactly what the problem is," Cazorla remarked to the Mail on Sunday. "It's true that we're inconsistent.
"I believe that, to challenge for the Premier League, these games can't get away from us.
"Take the Fulham game, we were 2-0 up. You can't then be drawing within five minutes. Those points aren't coming back.
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"Then you see City, [Manchester] United winning on those days. That's the difference. To fight for the title, it's about taking points from those teams.
"It's a little bit frustrating. We're a good team, good players, training well but there are moments in those games when we don't know how to control them.
"There's a significant gap between us and United and City. They've got away a bit. We have very little margin for error."