The Spaniard, who was excellent for the Gunners in their win against West Brom at the weekend, has hailed his three team-mates but says he "could give more" examples of world class players at the club.
Sanchez, signed for £35million from Barcelona in the summer, has been Arsenal's best player this season, with 13 goals and three asissts in 20 games in all competitions, also impressing fans with his work rate.
Ozil meanwhile, bought for a club-record £42.5m in 2013, is often criticised for his below-par performances in red, though he impressed for Germany during their victorious World Cup campaign.
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Koscielny has missed large parts of this season with injury but, alongside Per Mertesacker, led Arsenal to the best defensive record in the Premier League last season.
"Well we have many really good players. But, of course, the most recent example is Alexis Sanchez," Cazorla told FourFourTwo. "His performances at Arsenal have been really first class. I knew of him from when he was at Barcelona and he’s a player who’s going to be very important for Arsenal."
"Mesut Ozil is another footballer whose qualities are recognisable to everybody in the world from his time at Real Madrid. He’s a spectacular player.
"Looking elsewhere, Laurent Koscielny for me is a great defender and there are very few players like him in the world. Of course I could give you more but I think these three are good examples."
Arsenal host high-flying Southampton at the Emirates on Wednesday night.
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