The former Everton man captained the La Roja Under-21 side but is still in search of earning a place in the senior squad despite his impressive performances over the years.
Interviewed by Arteta for AS, Cazorla told his fellow Spaniard that he could not put his finger on why the Gunners vice-captain hasn't been picked yet.
"Seriously, I wonder why you've never been with the national team. Look you've had some incredible seasons with Everton and now you're the deputy captain of Arsenal," said Cazorla.
"How strange that you've not yet had a chance. There are many players in that position, but I do wonder.
"Hopefully one day we'll enjoy it together."
Cazorla moved to Arsenal from Malaga in the summer.