Real won 2-0 at the Mestalla, with Mbappe scoring their second goal in injury-time.
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Afterwards, Arbeloa stated: "We're running out of superlatives to describe Kylian.
"We thought we'd never see anything like Cristiano, and it seems Mbappé is heading in that direction."
On the game, the coach continued: "It was our third victory in the last eleven years. I've come here as a player and I know how difficult it is. For the fans and the players, it's always an important match when Real Madrid comes.
"We won through solidity and commitment, and we were deserved winners.
"We know that coming to Mestalla is like going to the dentist, because of the demands and because of their need for points. Now we have to keep improving."