The Gunners went into the home clash in desperate need of all three points after dropping their first two matches to Dinamo Zagreb and Olympiakos and came through with the goods thanks to second-half goals from Olivier Giroud and Mesut Ozil.
The North Londoners were forced to use uncharacteristic style as Bayern dominated possession but the unity in defence and overall display was something that resonated well with Cazorla.
"We feel good after the win, it was important for us and it was a difficult game against a big team," said the Spaniard.
"We are very happy and proud of the result.
"We had to play close today because they had the ball, they have very good players and we had to defend together. After we counter-attacked and the whole team gave a great performance, which is a best thing."