The Spanish midfielder, who joined the Gunners from Malaga in August, is expected to line up at the Emirates Stadium on Saturday following a string of dazzling performances for his new team this season.
"There's always a bit of concern when players come in from another league. It can take time," Di Matteo told reporters. "We had the same experience with [Juan] Mata last season, who really settled in very quickly.
"[Cazorla is] a very exciting player to watch, who's made an impact in Arsenal's team. He's been a bit of a highlight so far."
Both teams go into the match on Saturday with unbeaten records in the Premier League this season.