Speaking before the game at the Santiago Bernabeu, Arbeloa described the moment as emotional after spending two decades connected to Madrid as both a player and coach.
"I hope it's just a 'see you later'," Arbeloa said. "Real Madrid has always been my home. I've been here for 20 years. This is my last match this season, and maybe my last as Real Madrid manager. I want to enjoy it and finish with a win."
The Spaniard faced constant pressure during his short time in charge, with reports suggesting Jose Mourinho could replace him after the season. Arbeloa refused to criticise anyone at the club but admitted he had to make decisions with the institution in mind rather than himself.
"I've thought more about Real Madrid than myself these past few months," he explained. "I tried to do things the best way for the club, not my way. At another club things may have been different, but this is Real Madrid and I had to act accordingly."
Arbeloa also addressed reports of disagreements with players inside the dressing room. Several tensions became public during his tenure, but he insisted there was no bitterness.
"We've had differences, which is normal in football," he said. "The important thing is how you handle those moments. We always showed each other respect. I understand the players because I've been in their position before."
The former defender admitted there were many moments where he would have preferred to do things differently.
"A lot of situations could have been handled differently," Arbeloa said with a laugh. "But I knew the condition of the team when I arrived. I tried to do my best with what I had."
Despite speculation linking him with Mourinho's possible coaching staff, Arbeloa dismissed the idea completely.
"There's absolutely no chance," he said. "Mourinho has his own staff and that's how it should be. I've spent these months thinking about Real Madrid. Now it's time to think about myself and new challenges."
Saturday's match will also mark an emotional farewell for Dani Carvajal, who is set to play his final game at the Bernabeu.
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