The pair played together for Spain U19 and Spain U21 and have linked up this season at the Emirates, with Ceballos joining on loan from Real Madrid.
"My boy Dani Ceballos has signed on loan. I've been talking to him for a while and he's been asking me for advice and stuff," Bellerin said in his vlog, filmed in July but released on Monday.
"We're more than just teammates, you know, we get on really well off the pitch and he's one of them players that although we've never played together in the same team we keep in contact and when we used to meet up with the national team on the Monday we always used to meet up on Sunday and go for dinner together and stuff with a few other players.
"We have a really good relationship and I'm very happy he's going to be here. I'm going to take care of him with whatever he needs and I'm sure he'll be a great addition."