Messi claimed another La Liga title this season but Champions League and Copa del Rey defeats to Liverpool and Valencia respectively have seen the five-time Ballon d'Or winner ruthlessly trolled by his own son.
"Thiago never misses a match," Lionel Messi told TyC Sports. "Mateo loves football, he wears all the shirts.
"We were playing at home and he said to me, 'I'm Liverpool, who beat you'; 'Valencia won, eh - I'm Valencia'.
"The TV is there, and he cheers Madrid's goals to annoy his brother. He's the one who is a Madrid fan."
Messi's comments caught the attention of former Madrid full-back Arbeloa, who won La Liga and two Champions League trophies during his time at the Santiago Bernabeu.
Messi – preparing for the Copa America with Argentina – scored a La Liga-high 36 goals in 2018-19 as he claimed his sixth European Golden Shoe.
The 31-year-old finished the season with 51 goals in all competitions as Barca reached the Champions League semi-finals and Copa del Rey decider.
Messi scored twice in the first leg of the Champions League last four in a 3-0 drubbing of their Premier League opposition - including a sublime free-kick - but he and Barcelona were stunned at Anfield and beaten 4-0 by the eventual winners - the biggest comeback ever at that stage of the competition - with Divock Origi and Georginio Wijnaldum each grabbing a brace.
The Liga champions were shocked again in the final of the Copa del Rey as Messi's second-half strike proved to be a mere consolation after Kevin Gameiro and Rodrigo put Barcelona 2-0 down at half-time, ending their four-year streak of winning the competition.
The Blaugrana are set for a summer overhaul, with a deal for Ajax star Frenkie de Jong already wrapped up and a deal for his team-mate Matthijs de Ligt looking likely to follow as Ernesto Valverde hopes to improve on an ultimately disappointing year.