Vini Jr struck for the 1-0 Champions League playoff first-leg win, though his celebrations angered home fans. He was booked for his behaviour before he clashed with Gianluca Prestianni as they walked back to the centre circle.
The Brazilian reported what was said to the referee, accusing the Argentine of alleged racial abuse. The match was then suspended for 10 minutes as per UEFA protocols before it resumed as controversy swirled.
Arbeloa said afterwards: "Ask the Benfica player what he said to Vini Jr. Everyone in the football world deserves an answer to that question, and that is all I can say. Zero tolerance for racism has to be absolute for us, and we cannot allow such things to happen on a football pitch in 2026.
"What Vini Jr. told me he was called, I obviously believe him. I don't think he would make something like that up, and I will never doubt Vini Jr.'s words.
"I only asked him if he wanted to keep playing. We were by his side, and whatever decision he made, we were going to stand together. We must always support him and remain a team. I've always told them that we ride together and die together. When someone has this kind of attitude towards one of us, we always stand by them. We are a united team, and we will always fight together as we did today."
Arbeloa also explained the suspension, saying: "The referee told me he didn't hear anything and can't do anything about these kinds of situations. Whatever decision Vini Jr. made, we are obviously by his side, and we cannot tolerate these types of attitudes or allow them to occur on a football pitch. Whatever Vini Jr. decided, we would stand by him."
He added, "I didn't see Vini Jr.'s celebration, but I did see the amazing goal. When (Jose) Mourinho finds out what happened and what his player said, he will be the first not to allow it. Zero tolerance for this, and very pleased with the team's performance. All the players showed a very solid performance, and this is the Real Madrid we want to see."