The Spaniard endured a few injuries over the past year and was eventually released by the Gunners last month.
However, the 33-year-old started training with the Yellow Submarine and has now earned himself a contract.
“I feel like a footballer again, it’s really special,” Cazorla told Villarreal's media team, after the outing.
“It has been a really promising few months and the help from everyone during that time will remain with me for the rest of my life, and many have given me the strength to carry through.
“Coming on in a match was almost unthinkable 20 months ago and now I just want to find the rhythm to play football regularly as it is what I love.”