"Nando's a crazy guy," Arbeloa told LFC Magazine.
"He is really confident he can build on the total of goals he scored in his first season with us.
"If anyone is going to do it, then Fernando is the man. He wants to improve all the time, and one way for him to do that, the best way, is to score more than 33 goals.
"It seems like an impossible target - it does to me, anyway. But he is super confident that it is achievable.
"He believes he can smash last season's total. I said to him that I thought what he was saying was mad because it was a lot of goals and teams will be preparing to deal with him this season.
"They have been exposed by him and they will be trying to think up ways to prevent the same thing happening again.
"But knowing you have to stop him and actually stopping him are very different things. I don't know if it is possible - we hope not, anyway."