Ceballos is on a straight loan from Real Madrid and expected to leave the Gunners at the end of the season.
A return to Betis has been mooted and Adrian told El Larguero: "It is his decision. It is clear that I know that as a Betico he would love to return.
"I think if he has that opportunity, a good opportunity to return home with his age and continue to show how good a footballer he is. Why not?"