The former Villarreal playmaker’s absence merely adds to Wenger’s injury concerns ahead of Arsenal’s opening UEFA Champions League group game against Marseille on Wednesday.
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 Arsenal boss 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 after making his first appearance of the season as a late substitute against Sunderland.