The summer signing from Malaga has caught the eye in the Gunners' opening three games of the campaign and has quickly adapted to their style of play.
The Spain international is happy that Arsenal boss Arsene Wenger has afforded him a free roaming role in the side and he is keen to live up to his price tag.
"They have paid an important amount of money for me and the role they've given me is the one I like," Cazorla told El Pais.
"I love the style of the team. Wenger's philosophy is to control the game and I like to be on the ball. Furthermore, the boss has put me in a position, second striker, with all the freedom I want to have.
"He told me to be at ease and that he'd play me where I could most help the team. It surprised me in pre-season when he put me as the second striker.
"I've come to play on the wings with the freedom to move inside, but Wenger has immediately put me in this position. With (Mikel) Arteta, (Abou) Diaby, (Tomas) Rosicky and (Jack) Wilshere, who is recovering from injury, we're going to have a lot of the ball."
Cazorla also paid tribute to fellow Spaniard Arteta for helping adapt to the Premier League so quickly.
"Arteta has advised me a lot, he told me football is much faster and less tactical than Spain. It's more give and go," added Cazorla.
"Mikel has helped me to learn to see the game and said that if we play rapidly with the ball we're going to create a lot of danger and we'll beat most teams.
"Wenger wants him (Arteta) now as a defensive pivot and he's doing it very well. He gives real balance and he can win the ball back and play it out because with the ball he's spectacular."
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