The 28-year-old Spain midfielder missed Saturday's 3-1 Barclays Premier League win at Sunderland because of an ankle problem and Wenger, whose side faces Marseille in the Champions League on Wednesday evening, later admitted he will be sidelined for several weeks.
Wenger said: "Cazorla has an ankle problem and he will be out for a few weeks. I don't think he will play before the next international break."
The Frenchman has concerns too over striker Olivier Giroud, who scored his side's first goal at the Stadium of Light before limping off late on.
Wenger said: "That's my worry after the game because we are very thin at the moment. He has a knee problem."
Defender Per Mertesacker missed the trip to Wearside through illness, while midfielder Tomas Rosicky was ruled out by a thigh injury.
However, Thomas Vermaelen was included in the 18 and could be involved in midweek.