The Emirates Stadium club have infamously failed to win a piece of silverware since the 2005 FA Cup.
But Cazorla thinks a run of eight wins in their final 10 Premier League games last season bodes well for the coming campaign.
He is quoted as saying: "When the team does not win and we do not get the results we want, the collective confidence does drop a little and that is natural.
"Now we have put in a spectacular run-in and you can see the difference in mentality.
"We have great players. I am sure we will be a better team and improve.
"This season we hope we can be even better and win trophies and the supporters can enjoy it. That is what Arsenal really wants."