Cazorla says Emery asked for his thoughts on the goings on behind the scenes at the club ahead of his arrival this summer.
"I think it's a club that can improve quite a few things," Cazorla told the BBC.
"I gave him all the information I could to try and help him out during his period of settling in and I think he's very happy and I think he's a great manager for Arsenal.
"But everyone really does have to be patient, when you think you've had the same manager for 23 years, a manager who became a real symbol for the club on a worldwide scale and the fans have to show a little patience with Unai, and the team because there has been a lot of changes.
"I believe that if they do things in the right manner, Arsenal have everything required to be a massive club. I'm sure that in the coming seasons Arsenal will be making that step up in quality which will hopefully enable them to be on a level playing field and able to fight for the title and other big trophies."