The Gunners are now mid-table after the 2-0 reverse.
"We don't know exactly what the problem is," Cazorla told the Mail on Sunday. "It's true that we're inconsistent. I believe that to challenge for the Premier League, those games can't get away from us. Take the Fulham game, we were 2-0 up. You can't then be drawing within five minutes. Those points aren't coming back.
"And the other day against Aston Villa, there's a game which I believe we really had the desire to win, because these are points that we can't let get away. Then you see City, United winning on those days. That's the difference. To fight for the title, it's about taking points from those teams.
"It's a little bit frustrating. We're a good team, good players, training well. But there are moments in those games when we don't know how to control them. There's a significant gap between us and United and City. They've got away a bit. We have very little margin for error."