Cazorla signed for the Gunners in a £16.5m deal in August 2012 after helping Malaga qualify for the 2012-13 Champions League thanks to a fourth-placed finish in La Liga.
Some Malaga supporters were disappointed by the way Cazorla left the club to move to the Gunners.
I’d like to apologise for not being able to say goodbye properly
The playmaker has now lifted the lid on how the transfer unfolded, insisting that he had little choice but to move to Emirates Stadium.
“I left because the club needed money,” Cazorla told Sky Sports’ Revista de la Liga. “Arsenal was a good opportunity, but Malaga wasn’t stable and it wasn’t clear where they were headed.
“I know that in Malaga lots of people haven’t forgiven me for the way I left. When I signed for Arsenal, everything happened so quick, I had to go to London.
“Arsenal had already started their pre-season and I had to go over there for a medical, and then I had to go to Holland to start to train with the squad.
“That all meant that I couldn’t go to Malaga to hold a press conference to say goodbye to everyone face to face.
“In the end, I could only write a letter in which I expressed my gratitude and my affection for the club. I know a lot of people didn’t like that.
“I’d like to apologise for not being able to say goodbye properly as I know that would have been the best thing. It still bothers me that I didn’t get to do that for the fans.”
Cazorla has been one of Arsenal’s standout performers this season. The 30-year-old has scored seven goals and made six assists in 25 Premier League games this term.
He was voted the PFA fans’ player of the month for January and scored as Arsenal beat Crystal Palace 2-1 at Selhurst Park on Saturday afternoon.
Arsenal are gearing up for their Champions League last-16 clash with Monaco on Wednesday.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news