Real Madrid currently trail Barcelona by four points at the top of La Liga, while they sit seventh in the Champions League standings following losses to Premier League duo Liverpool and Manchester City. Nevertheless, Arbeloa is hopeful of ending the season on a high.
"There's a season ahead, and we're in a great position for all the tournaments," he said. "That's what I'm focused on: having everyone available, getting to know each other, working with them… The important thing is them, that they're happy, that they enjoy themselves on the pitch. Wearing this badge is the best thing that can happen to you in life. We have the ambition to fight for everything.
"This club is about winning, winning, and winning again. It's in our DNA. That's what has led us to fill the trophy cabinets. When I was a player, I received those values from the dressing room; it's the most important thing. That's my job, my obsession, and I will live it every day."
Arbeloa will take charge of Real Madrid for the first time on Wednesday when they face Albacete away from home in the Copa del Rey.