Cazorla netted his first Arsenal goal in the 2-0 win at Liverpool as the Gunners headed into the international break unbeaten and on the back of three clean sheets.
The 27-year-old is again expected to be at the centre of the action when newly-promoted Southampton comes to the
"Cazorla has gained the respect of everybody very quickly. Cazorla is humble, he loves the game and that is what you want from every football player," Wenger said.
"They talk on the pitch, don't need to speak too much, just go on the pitch and show what you can do. That is what he does.
"He loves the game, loves to play with his partners and that is the best way to gain respect from everybody."
While fellow northern summer recruit
"They are used to European football much more than the Premier League. The Premier League is a bit more special thanks to the rhythm of the games, the pace, the intensity of the commitment, intensity of every challenge," he said.
"Sometimes [it is difficult] to adapt to that, but the way we play is a very continental style, so it gives them a good chance to adapt very quickly.
"Players like Cazorla have adapted in a speedy way, the game goes through them.
"Sometimes it is easy in the middle of the park, sometimes it is easy in the centre of the pitch to adapt because the game goes more through you."
Southampton heads to north London propping up the Premier League and without a point from three matches.
Those statistics, though, do not tell the whole story for
Having given champion Manchester City a fright on the opening weekend - when it had led at the
Wenger feels those disappointments of not being rewarded for its industry and positive play could change Southampton's mindset this weekend.
"Three games without a win affects the way you approach the game," he said.
"They know they have potential. They will of course try to transform that potential into points, but maybe their approach will be a bit more cautious."
Wenger has been impressed with Adkins' achievements, the former Scunthorpe United physio having overseen successive promotions up from League One.
"He had a very peculiar [route] to get the job, but he has done well," Wenger told Arsenal Player.
"I had the chance to see him when we played down at Southampton in pre-season.
"He is a very interesting man who wants to get information, and did that in a very convincing way.
"I am impressed with how well he has done and the way he has done it."
Brazilian midfielder Fernandinho has confirmed he wants to join Manchester City.