Cazorla's contract at Spanish side Villarreal expired this summer and the midfielder completed a move to the country which will host the 2022 World Cup.
Speaking to the official Al-Sadd website, Cazorla said: "It's a great honour to be with the biggest club in Qatar. Xavi helped me a lot in my decision to come to Qatar.
"He was a role model for me when I was a player and he is sure to set an example for me as a coach.
"My goal is to win everything with Al-Sadd, you have to strive to win everything.
"I want to thank everyone for their encouragement and continued support to the team and I will strive to help the team every day to reap the victories."