"Santi Cazorla smiles" is not exactly news. Team-mates at Villarreal declared him "our Ronaldinho" because of his temperament as much as his talent, friends say his enthusiasm is infectious and, while he chats, his fellow Spaniard, asturiano and Londoner Juan Mata cannot resist approaching to share a joke. As the Arsenal player puts it: "I like to smile. I try to bring happiness on and off the pitch. I don't understand how you can play football without joy." Grinning is pretty much Cazorla's default setting. But even for him this is a big one.

"I was," he laughs, "like a little kid." He is talking, of course, about the moment that seemed to change everything, the day that Arsenal signed Mesut Özil. "I was injured, so it was a few more days before I had the chance to train with him," Cazorla says as he settles into a chair in the bar at the Spanish Football Federation's HQ. "And I was getting really excited. A great player's coming and one you know you're going to fit with, enjoy playing with. I was a fan, looking forward to it.

"It was strange. I spoke to friends at Real Madrid who told me that Mesut was talking to Arsenal, that he wanted to leave. You hear about it but you still see it as something a long way off. You think, 'How are Madrid going to let Mesut go?' It's puzzling. He's one of the best in the world and you don't really believe it. We were talking about it: 'It's close ... it could happen ... they've agreed ...' Then one day the manager said: 'We've signed Mesut.' And the happiness was immense.

"He can seem intermittent but when he has the ball he's different. You get that feeling something's going to happen. It's palpable. He has huge quality and we're lucky he chose us when he had other options. The manager's playing him as media-punta, where he performs best. Our style suits him and with time so will the Premier League."

Cesc Fábregas told the Guardian that creative players thrive in the space English football offers and Cazorla agrees: "Cesc describes it perfectly. It's not as tactical in England. The first line of pressure is incredible: everyone comes at you, fast, strong, intense but, if you can play two or three quick passes, it opens up. You get space in that three-quarters position you don't get in Spain. I enjoy it; Mesut will too."

The doubt, if there was one, was whether it was Özil Arsenal needed. Cazorla concedes the point. "Above all because we'd been hearing about strikers: Higuaín, Luis Suárez, striker, striker, striker ... Our striker was Giroud and you think: 'What if he gets injured? What do we need?' We expected a No9 but circumstances meant we couldn't get Luis. Liverpool resisted. With Higuaín, Napoli got in ahead [of us] and he chose Italy.

"Suárez's incredible. I'd have loved it if he had come; his style would have suited us. Arsenal did all they could and he wouldn't have minded. But Liverpool didn't want to sell, which they're entirely entitled to do, and he's playing incredibly again. It's a pity he's not on our team! [Arsenal] saw some doors shut and, when they saw the chance to get Mesut, it was an opportunity to thump a fist on the desk, to make a statement. He's a superb signing. He's brought ilusión, optimism and hope."

Even now? Even after losing to Manchester United? "The sensation was bad. Not because we lost – we know you can lose at United – but because they didn't do anything really to beat us," Cazorla concedes. "You say: 'Last year we lost 2-1 but they rolled over us.' This year's different. Two shots for them, two for us; in corners it's 6-5. Someone brought the paper in with the stats. They had 39% of the ball. What did they do better? Nothing really: we didn't play well but they weren't so brilliant as to beat us.

"The conclusion was: 'If they're going to beat us, let it be that they beat us well. Not because on a corner we weren't alert.' We felt like that was three points gone against a team that will be up there. It's a dead ball, Van Persie's unmarked and you lose to something you can avoid."

Is that not the point, though? Some said it was classic Arsenal, the soft underbelly revealed again. Old Trafford was the kind of defeat that has hurt Arsenal before, the kind that could send fatalism flooding back. Cazorla counters: "No. I think we're OK. Defeat hurts because we could have opened up a gap. Other results went our way and it was an opportunity lost. But I wouldn't talk about fatalism. It's one game and we've shown we're more consistent this season. Last year we had a lot of good games but we would go to grounds where we should win and didn't. We've changed."

It is clear from the Spaniard's words that there is no tangible catch-all explanation. "Experience ... commitment ... more aggression ... better focus. There are examples last season where in 10 minutes we lost concentration and we lost points. Against Fulham we were winning 2-0 and we lost that lead. Why? Sometimes it's relaxation, maybe overconfidence. Maybe in Spain you know that, if Madrid or Barcelona lead, they'll win. In England any corner or free-kick, any moment and everything changes. A momentary slip and you pay for it.

"But you can't ever lose a game when you're 2-0 up at home if you want to win something. United was bad, sure, but we're clearer, much more focused in every play. The manager is more concienciado, more concentrated, more conscious."

It is an interesting remark and tempting to see the calls for Arsène Wenger's head as bringing about a shift. "He's more demanding," Cazorla says. "It's been a long time without winning anything and he's determined. I learn from him every day and he has the same philosophy to keep the ball, play, but in defence, in terms of not committing mistakes, he's more on top of us. He knows last year we lost too many points. It could be that [the pressure in the summer] might have helped; it might have done the club good.

"This is a spectacular club and the fans are incredible. It's hard for us Spaniards to understand how you can go nine years and ..." Cazorla trails off. "Well, it wouldn't happen here in Spain. People want that run to end. They were excited, agitated: they wanted signings, a genuine chance of fighting for the title. And with the signing of Mesut optimism returned. The players got a lift too, the mentality changed. We felt like we had closed the gap."

It is not just Özil, Cazorla says. "Flamini does a hidden job. Who gives the assist? Mesut. Who scored the goals? Giroud. And Giroud's playing with more confidence. Last year he never quite became undisputed first choice: the manager tried Walcott, Gervinho, Podolski. This year Giroud started well, scored a lot, won the trust of the manager and the fans, and he's grown. He's fundamental.

"People see those details, the goals and assists but players like Flamini are vital: balance, positioning, intelligence. Flamini is like a coach on the pitch, he runs all game, he's intense, well positioned. It's not coincidence. And Aaron Ramsay has been incredible. I really liked him already but now he's so consistent, playing well every single game. You see the confidence: he dares to try everything and it's coming off. We can't load him down with responsibility but he's been superb."

Together they have taken Arsenal top of the league and the top of Champions League Group F but neither will be easy. "I was doing the maths here with [Raúl] Albiol and Pepe [Reina, both play for Napoli]. They play Dortmund next and the last game is against us. We could all end up with 12 points: someone might go out on 12 points, which is hard to take."

Cazorla has studied the league fixtures just as closely; he has done the calculations there too. The trouble, he says, is that the calculations are often worthless. There are eight teams within six points and surprise results that should no longer surprise. "I was talking to Jesús [Navas] and he says they haven't won at Sunderland for seven years. It seems amazing but that's the greatness of the league: that City can go to Sunderland and lose," he says.

"In Spain it's Madrid and Barcelona miles ahead. In England there's Arsenal, Tottenham, United, City, Chelsea. Southampton too. Liverpool are the surprise and I think they're genuine contenders: they've strengthened well, they're compact and they have the advantage of only playing one competition. United was a pity because we could have got away a little. You see yourself up front, you're playing well, you're happy but we've learnt that the second we drop in intensity and concentration we're going to lose points that could decide the league.

"If we're leaders, it's because right now we're the best team in England but there's a long way to go and we can't get obsessed. You look at the fixtures but the one that matters is Southampton, the next one. You can say: 'Yes, we're going to win the league' but ..." Cazorla smiles. "And what if you don't win on Saturday? What's the point then?"