Spaniard Cazorla, 28, who has arguably been Arsenal's best player this season, says they must learn from past mistakes to finally end their barren spell.
He said: "The aim is to win trophies. Unfortunately, we have gone eight years without one, which is a long time for such a huge club that's always up there fighting with the other big clubs.
"This year we haven't been able to, for various reasons. I hope next year will be another story. We want to be fighting for the Premier League and all the tournaments we enter.
"We're a great team and I'm sure we will. What I've taken from this year is that we weren't very consistent for half of the season, which cost us.
"Now we're a lot more consistent and that's the form we were lacking before."