The capital club extended their unbeaten run in La Liga to 15 matches on Saturday, with goals from Asier Illarramendi, Gareth Bale and Isco securing a home win.
With Barcelona losing 3-1 at Real Sociedad later on Saturday, Carlo Ancelotti's men now sit three points clear at the top of La Liga, although rivals Atletico Madrid can join them on 63 points with victory at Osasuna on Sunday.
Despite the three-goal margin suggesting Real were comfortable, Arbeloa said the side had to work hard to break down Fran Escriba's well-drilled outfit.
"It was a very difficult match - they packed the middle of the park and we found it harder than usual to squeeze them," he told the club's official website.
"Although the result may make it seem like an easy win, it was a very hard-fought match. You have to learn how to suffer as well. They had a chance to make it 2-1, but with the next move we made it 3-0."
Arbeloa was utilised as a makeshift left-back for the fixture, with regular incumbents Marcelo and Fabio Coentrao both unavailable.
He added: "Coentrao had a few minor problems and the coach didn't want to risk playing him. We have played a lot during the last 90 days and the most important thing is that we are all available to play."
