In an interview with Sphera Sports the Arsenal midfielder said he was baffled by Mourinho’s decision to freeze out the club’s top performer from last season but backed Mata to bounce back.
Cazorla said: "As well as being a great player he is a great friend for everything that we have been through together and I know that he is going through a tough time.
"After two spectacular years at Chelsea, being their best player, playing at a tremendous level, and being one of the best players in the Premier League, football has changed for him from one year to the next.
"But he seems calm and convinced that he is going to change the situation and he has a lot of faith in himself. I think he will show that he is worth his place in the team at Chelsea, but it is difficult for him at the moment because going from being an important player to being on the bench is tough."