The reigning champions succumbed to defeat at the hands of both Netherlands and Chile which secured La Furia Roja’s fate in Brazil.
“The group is very strong,” Cazorla told FIFA.com. “We are facing up to some very tough and difficult moments because we were very motivated and we believed we could give our fans what they wanted.
“Unfortunately, things didn’t turn out that way because in football, anything can happen.”
The Arsenal playmaker reflected back on what went wrong for his national side, saying that their opponents had studied and countered their tactics well.
“About two years ago things started to change,” said the 29-year-old.
“Our rivals are now able to cause us a lot of harm. Now, they know our style – and they aren’t afraid any more.
“They are more aggressive in their play and pressure us a lot. We know it will be more difficult from now on and that we’ll have to give it everything to move up to the next level.”
And Cazorla feels that Spain’s re-building phase starts with their dead-rubber against Australia, and insists that the future still looks bright for Vicente Del Bosque’s men.
“We have to look forward and close out this experience in the best way possible – by defending the honour of our country,” he said.
“Australia is the first step on the road to rebuilding; we cannot relax.
“There is a promising future ahead for Spain.”
“My team-mates are unique players, they have made history for Spain, helping the country achieve something that had never been done.
“They deserve honour for that and we should be very grateful for the work they have put in.”
Cazorla said that despite Spain’s early exit, their incredible run over the past six years cannot be forgotten, and he hopes that his country will reach those levels again soon.
“We want to be world champions again,” said the midfielder.
“This time we weren’t good enough, but that doesn’t ruin what was achieved before. We are the only team to have won a Euro-World Cup-Euro in succession.
“That’s something very difficult to achieve, but we hope to repeat those results one day.”