The France international came off the bench for Gonzalo García in Thursday’s 2-0 win over Real Oviedo at the Santiago Bernabeu and later voiced his frustration to the media after the match.
"I'm very well, 100%. I haven't played because I'm the manager's fourth-choice striker. I accept it and play the time they give me. I provided an assist for Jude, and you always have to be positive."
However, Arbeloa, firmly denied commenting and suggested Mbappe may have misunderstood the situation.
“It never happened that I told Mbappé he’s our fourth striker. Maybe he misunderstood. I’ve never said it,” he told the media.
The Spaniard also stressed that he remains fully in charge of the team.
“As long as I’m in this chair, I am the ONE who decides who plays and who doesn’t,” he continued.
“I do not care what their names are. If they like it, fine, and if not, they can wait for the next one.”