The Spaniard says the relationship has developed during the ups and downs of a turbulent campaign.
"I have never had a manager who was my team-mate before but it was very natural for us both," he told chelseafc.com. "We respect each other.
"The positions are different because a few years ago we were team-mates fighting on the pitch to win and now he's the manager and I'm the captain but we still try to give our best and fight for trophies.
"It's the same with the other coaching staff. I know all of them from the Academy and we have had different relationships but now all together in the first team we are trying to work together and I try to help them as much as I can to get the results that we want."
He added: "I always felt the confidence from the managers, from the club and from my team-mates but I don't like to look behind too much. I want to reach more targets, give my best every day and be proud to be a part of this club."