"During your life you always have different players that you like," Cazorla is quoted as saying on Arsenal's official website.
"When I was a child, because my dad liked the 'Dream Team', I liked Michael Laudrup.
"But I have always said the best player I have played against, and the most elegant player, was Zinedine Zidane."
"There's Messi and Ronaldo, but I still think being lucky enough to play against Zidane, and see him play, was amazing," he said. "He is still the best.
"He had it all as a player. He was elegant, he had quality, he was strong and he was tall. He looked like he was going to be clumsy because of his height but then you realised he was so skilful and gifted with the ball.
"I really enjoyed watching him play, it was a pleasure. I would highlight everything about him, because he had everything to be the best player."
Cazorla joined Arsenal from Malaga earlier this month.