Saturday’s 2-0 Premier League defeat to Swansea at Emirates Stadium marked a new low, leaving them with 21 points from 15 games, their worst start to a campaign in Wenger’s 16-year reign.
The Frenchman dismissed suggestions after the game that he might consider his position, but Cazorla concedes they are at a loss over how to end their current chronic malaise.
“We don’t know exactly what the problem is. It’s a little bit frustrating. We’re a good team, good players, training well,” said the Spain midfielder.
“There are moments when we don’t know how to control [games]. There’s a significant gap between us and United and City. They’ve got away a bit. We have very little margin for error.”
Meanwhile long-serving Arsenal chairman Peter Hill-Wood was recovering in hospital yesterday after suffering a heart attack on Friday.
The club said the 76-year-old illness had followed a bout of pneumonia but that he was “making a good recovery”.