The Real Madrid defender believes the Portuguese served as a useful distraction for the Spanish government during the recent turbulence in the nation's economy
The Portuguese coach left his post at Santiago Bernabeu at the end of last season after a controversial three-year spell in charge, with several members of the first-team squad and the nation's press becoming embroiled in confrontations with the new Chelsea boss.
Arbeloa, however, insists he and the majority of the squad enjoyed an excellent working relationship with their former coach, and suggested his time in Spain was useful in distracting the public from the tough austerity measures introduced to the country over recent years.
"I will always be grateful to him for the way he treated me as a person and for the faith he showed in me," he explained to Efe.
"Above all else he gave me the mentality and intensity to want to win every single day. He made me understand that you have to work hard constantly because in the end, that is what brings success.
"I have been very lucky to have maintained good relationships with all of the coaches I have had during my career. I am more or less regularly in contact with [Joaquin] Caparros, [Rafa] Benitez, [Manuel] Pellegrini, Luis Aragones and Vicente [del Bosque]. I get along with all of them and although that might seem strange to some, for me, it’s very positive.
"If there are arguments [within the squad about his exit] it’s because Mourinho is a person who leaves no-one indifferent. You’re either with him to the death or against him. I think that during these past three years, there has been too much talk about him. Everyone has an opinion about him. Spain’s Prime Minister should be grateful to Mou because he diverted the attention away from some of the other issues that are going on in Spain.
"Many of us showed our gratitude and thanked him although some people seem to think that it was only me. Within the squad, more players thanked Mourinho than those who didn’t."
Arbeloa was asked if he could empathise with Marco Materazzi, who was visibly moved when Mourinho left Inter at the end of the 2009-10 campaign, but the Spaniard insists it is a different situation.
"It’s not the same. At Inter, he left under different circumstances – after winning three trophies while at Real Madrid, he left under a cloud but we all knew that he wouldn’t be continuing," he stated.
Finally, Arbeloa stressed there is no bad blood between himself and any of his team-mates as he has always stood staunchly by them when they have been under fire directly.
"If anyone has ever defended my team-mates and stood up for them whenever someone has thrust a microphone at us, it’s been me. I have never accused them of anything – quite the opposite. I have always stood by them and so my conscience is clear."