The former Arsenal midfielder penned a one-season deal last summer and has since played his way to a Spain recall.
"We want him to stay," Roig said.
"Our hope is that he'll be here, and I think it's his too, even though we know that things depend on many others in football.
"But it would be a normal decision for him to stay here with us."
Speaking of Cazorla's national team call-up, Roig admits that it gave him great happiness.
"It was a joy to see him called up," he beamed. "He has suffered a lot and worked very hard.
"We've given him affection and shelter, and together we've been able to rehabilitate him. For me it's a great satisfaction to see him at his best and he is a great example of what sacrifice can bring."