The North London outfit welcome the Bundesliga outfit to the Emirates this evening for the first encounter in the round-of-16 tie.
"We've been drawn against a very difficult team in Bayern," Cazorla told UEFA's official website. "[They are] one of the favourites for the competition together with Barcelona. But we'll try to play a good last 16, trying to play at a high level against Bayern, who have great players in their team."
Bayern, who lost in the final last season to Chelsea, have conceded just one goal in their last 11 away league fixtures.