The Gunners earned a 1-0 win over the Baggies in what was their final home game of the season.
"I think the game was a little bit slow because [Saturday's] result of Everton was important for us," Cazorla told the club's official website. "The victory for our fans was the most important thing for the team.
"The fans always help the team and it was a good moment for every player."
Arsenal finish their Premier League campaign next Sunday when they travel to relegation-threatened Norwich City.