The 23-year-old has made an impressive start and showed early signs of developing a promising relationship with playmaker Cazorla as the pair were dominant in Arsenal's 3-1 win at Watford last Saturday.
"I have to admit that in the first few days there was an undeniable nervousness," Xhaka told Appenzeller Zeitung. "You can see the players are world class just by the way they pass the ball.
"Ozil, Sanchez and Cazorla for example, are huge personalities. Even though the club has spent more money on me, there's still a great deal I can learn from them, in every respect.
"Things like their work ethic and ambition are impressive. You can't afford to rest on your laurels at all or you'll instantly be on the bench."
Arsenal are currently eighth in the table with four points, five behind leaders Manchester City after three games and Xhaka said he could already feel the pressure of chasing the title.
"I knew before I arrived that the pressure at a club that challenges for the title grows quickly," he said. "The season is long, we'll become stronger with every game."
(Reporting by Shravanth Vijayakumar in Bengaluru; Editing by Greg Stutchbury)
