Ozil is set to link up with Cazorla at Arsenal after joining Arsene Wenger's side on the final day of the transfer window in a deal believed to be in the region of £42million.
The Germany international could make his debut in Saturday's Stadium of Light clash against Sunderland.
Cazorla, who moved to the Emirates Stadium from Malaga in August 2012, is excited at the prospect of playing with the former Schalke and Werder Bremen man, but cannot understand why Real opted to part company with the 24-year-old.
"I am very happy that Ozil is here," he told Marca.
"He is a spectacular player and we are very lucky we are going to learn alongside him.
"I don't understand that (why Real Madrid sold him), he is a unique player.
"You will have to ask the club for reasons why they sold them, but at the same time he didn't think he was getting the opportunities he deserved and luckily he has come to us.
"He is an important player and he is going to be very good for the team and the way we play. I hope he can help us fight against the big teams."
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