The Spanish midfielder is currently away on international duty and is reluctant to be drawn into a debate regarding possible moves.
He has, however, stopped short of bringing an end to the speculation by ruling out a switch.
Instead, the 29-year-old midfielder has revealed that he has discussed life at La Liga champions Atletico with Diego Godin and Juanfran.
That would suggest that he is prepared to consider an exit from Emirates Stadium, despite being a regular under Arsene Wenger and still having three years left to run on his current contract.
Cazorla told AS on the transfer talk: “When the World Cup is over, I’ll start thinking about my situation.
“I don’t want to be thinking about it right now and I’ve told my agents not to tell me anything if an offer comes in.
“But I know a few of the Atletico players – Godin, Juanfran – and I know the side well from when I was playing the Spanish league.
"But until the tournament is over, I won't know if the rumours are true or not."