The right-back believes the club have made a wise move in allowing the France legend to join the coaching staff
The 40-year-old was originally the club's sporting director but vacated his position during Jose Mourinho's tenure at the Santiago Bernabeu, only to return to los Blancos in a duel role this summer by resuming his previous role as well as joining the Italian's coaching staff.
And Arbeloa believes the presence of Zidane on the training pitch and touchline is a masterstroke by the club.
He told RealMadrid.com "I was fortunate to be able to share the dressing room with him as a player and I expect that having him as a coach will be a positive experience and we can learn something from the great player that he was."
The 30-year-old faces a fight to retain his starting berth next season after Madrid opted to buy full-back Daniel Carvajal from Bayer Leverkusen, just one season after selling him to the Bundesliga club.
The World Cup winner made 46 appearances for club and country in 2012-13.