Cazorla impressed on his Arsenal debut against Sunderland, but after the club could only manage a 0-0 draw, the Spaniard believes it is vital that important players are replaced to maintain the strength of the side.
Cazorla told the Daily Mirror: "It's clear that Van Persie is a great player and we would all have preferred it if he had stayed. Song has gone as well and there are still ten days left in the transfer market.
"I do not know if we will sign anyone but obviously it's important to replace players like that because they were so important to the team."
The 27-year-old signed for Arsenal from Malaga for £16.5m during the summer.