The Spain international has featured in 10 Champions League matches for Madrid, but has played second fiddle to Diego Lopez in La Liga.
"I've told him [I want him to join Arsenal], but so far he has just been curious about my experience in England," Cazorla told Sport360. "His situation is very complicated, but he has to make a decision.
"Lots of clubs want him, including Arsenal, but I think that it would be very difficult to leave Real Madrid because of what the club represents. He knows what he has [at Madrid] and what he could find at another club."
The 32-year-old's contract at the Bernabeu expires in 2017.