The 28-year-old moved to the Emirates Stadium from Malaga during the summer and the creative midfielder has put his impressive performances down to finding familiarity in Arsenal's style of play to that of his home country.
Cazorla told the club's matchday magazine: "For me, it is important to go out onto the pitch and be comfortable, and that has been the case since the first game.
"I have always been at ease on the pitch. In my case too, you do not notice much difference between Arsenal and playing in Spain, because we are also a side who like to play with the ball.
"The boss has a philosophy of playing football, it is always trying to find attacking football, of having the ball and because of the characteristics of the players we have, it is what comes easiest to us."
Cazorla has scored eight goals in 25 Premier League appearances for Arsenal.