While the 27-year-old says a win would be a huge boost to the team's self-belief, he accepts they will have to work extremely hard to achieve it.
"I think the key to modern football is having possession, the more you have the more you control the game," Cazorla told Arsenal Player. "At Old Trafford we need to control the game and keep hold of the ball.
"[A win] would be great for the team's confidence. To beat such a strong side at their own ground makes you stronger in all aspects.
"Let's take the example of our match against Manchester City, which was a difficult game against a tough side. The team showed incredible quality and could even have won the game, so we came out of that match much stronger than before.
"Therefore, as well as the three points you can hopefully take from those games, you can come out stronger and take away more confidence too."