Fresh from a commanding 4-1 LaLiga win over a Real Sociedad side who had been unbeaten in 11 matches, Real arrive in Lisbon on a three-game winning run under Arbeloa. The Spaniard had been in charge for only two weeks when Madrid were stunned 4-2 by Benfica in last month's league phase.
That defeat proved costly. With Benfica leading 3-2 but heading out, goalkeeper Anatoliy Trubin ventured forward for a free kick and headed in a 98th-minute goal, sending Jose Mourinho's side through to the playoff round on goal difference with the result denying Real automatic passage to the last 16.
Arbeloa is under no illusions about the task ahead.
"To win, we will have to play very well, and to do that, we will have to do many things right. We will have to defend well and attack well. We will have to stay focused on set pieces. And we will have to play a very complete game for 90 minutes," he told a press conference on Monday.
The former Real defender credited his players for their swift upturn in form since he replaced Xabi Alonso.
"Since I arrived, I have seen a very positive attitude from all the players, and that has been key. In football, it's much easier to be a manager than a player, because it's easier to say what needs to be done than to do it.
"So much of the credit must go to the players. To their effort and hard work. The good results come thanks to the players we have, who prepare for every match as if it were a final. And with that mentality, that high standard, good results are coming. But we are confident that we can go even further."
Arbeloa also expects a familiar edge from a Benfica side led by his former mentor and ex-Real Madrid manager Mourinho.
"One thing is clear: their spirit will be very similar to three weeks ago. They have a leader (in Mourinho) who sets the tone, the way they play and compete," Arbeloa said.
"From there, there are small nuances. But they will be very competitive, tough. And we must be prepared," Arbeloa said. "For us, it's a new match, we're not thinking about anything else. It's a new match... and we want to perform well. There's no other objective than to win."