Arteta was again overlooked by coach Vicente Del Bosque for Wednesday's friendly in Panama, while Cazorla, who has won 50 caps, is in the 19-man party.
"I'm really surprised he has never been called up," Cazorla said. "He's performing incredibly well. He had a number of good seasons for Everton and now he's vice-captain at Arsenal. He should have been given the chance.
"It's difficult because there is a lot of competition in that position and they are all great players but I'm still surprised he has never been given the opportunity."