Cazorla converted an injury-time spotkick for the triumph.
"It was a great big story of the team because to was a hard game for us, but three points was very important to us," he told arsenal.com.
"It was difficult. I tried to keep calm, and I remember it was against West Brom it was the same because the defender was touching it on the floor all the time. I wanted to shoot down the middle, but scoring was the most important thing because three points was really important."
Cazorla added: "I think we played much better than them. It was true the first 30 minutes in the first half we needed to press a little high. We had control of the game and we had a few chances through them. They had a good chance in the second half with Shane Long, but I think we deserved it."