The veteran French coach recently celebrated 20 years in charge of the Gunners, winning the Premier League title three times as well as six FA Cups.
Wenger, who turns 67 at the end of October, is in the final season of his current Arsenal contract.
Before the international break, Wenger said it is possible he could "one day" manage England if he had no club commitments - an offer the Football Association would reportedly like to pursue in the summer.
x 16 purechao black Earlier this week, Arsenal chief executive Ivan Gazidis suggested the board and manager remained relaxed about the situation, with both parties ready to work towards a resolution when the time was right.
Cazorla, though, maintains whatever Wenger's future plans may be, the Arsenal boss has not dropped any hints they would not include extending his stay at the Emirates Stadium.
"The truth is we do not have that feeling in the dressing room," said Cazorla, in an interview with Spanish broadcaster Cope on its This is Football podcast.
superfly mercurial v black "The boss has not indicated that this will be his last year. Not at all.
"He is fully focused on this season and I do not know what he is planning for the future.
"Today I do not rule him (out of ) continuing another season because he has not said he will leave.
"It is in his hands and he is the one who has to make the decision, but today I would say that he may continue."
magista obra orange Cazorla, whom Wenger brought to the club from Malaga in August 2012, continued "Arsene is an icon at the club. He has spent 20 years here and every bit of praise to him would not be enough.
"There was a time when fans demanded the club to fight for the Premier League title again or do something big in the Champions League.
"We were aware of that and I hope the club can take a step forward and Arsenal can be fighting for big things this season."
On his own future, Cazorla added he felt "happy" and "valued" at Arsenal, with reports suggesting the playmaker could be set for a return to Spain with Atletico Madrid.
Arsenal have made a solid start to the new season, currently third in the Premier League table having recovered from a 4-3 home defeat by Liverpool on the opening weekend to produce an unbeaten run of nine matches in all competitions.
The Gunners, though, needed a somewhat controversial stoppage-time winner from defender Laurent Koscielny to secure a 1-0 win at Burnley in their last game ahead of the international break.
Cazorla, however, feels such moments can define a campaign.
The 31-year-old said: "Many times we talked about what we have lacked to win the Premier League in recent seasons, because we have always had opportunities to fight for the title.
"Last season, when teams like Manchester United, Chelsea or Manchester City were not doing well, we had a chance to win, but due to our inconsistency we didn't take it.
"We are aware of that and now we know that we have to be consistent. We have to win games like the one against Burnley no matter how. Even with a controversial goal in the last minute it is okay because those games can give you the title.
ace 16 purecontrol cleats "We cannot drop points in certain matches because at the end of the season those points could cost us the Premier League title."
mercurial vapor v black Gunners defender Nacho Monreal has been called up to Spain's squad ahead of their World Cup qualifier against Albania following injury to Jordi Alba.
Right-back Hector Bellerin, though, came off with a suspected ankle problem when playing for Spain Under-21's in the win over San Marino on Wednesday, so will be assessed.
