Portugal forward Ronaldo hit the sports headlines after Sunday's win over Granada, when he failed to celebrate the two goals he scored and later told reporters he was "sad" for "professional" reasons, and that the club knew why.
"I don't know what's up with Cristiano. It was a surprise for us as much as for you, we found out after the game," Real full back Arbeloa told reporters.
"At Madrid, we are a family and we will support him in any way he needs, just as we would do with Mesut Ozil, Michael Essien or whoever."
Local newspapers and radio stations have been full of speculation about the reasons behind the 27-year-old Ronaldo's apparently calculated outburst.
He was reported to have had a meeting with club president Florentino Perez on Saturday to say he did not feel he had the support of the dressing room, was unhappy and wanted to leave.
Ronaldo himself rejected the idea that he was downcast at losing out to Andres Iniesta for the Best Player in Europe award on Thursday.
Arbeloa dismissed suggestions that Ronaldo, who is one of the world's best-paid players earning some 11 million euros a year, was seeking an improved contract.
"It's true that Cristiano, like most of us, doesn't have the problems that many Spaniards have, but he will have his reasons for not being at his best and this is reasonable," Arbeloa said.
"I have never heard him talk about money, a longer deal, or wanting to go. I think he'll be here for many years.
"There has been too much made of his words. Maybe he needs more affection from everyone, I don't know, but if that is it, he will receive it from us."