Los Merengues managed a lucky 1-0 win against Racing Santander on Saturday.
Santander had a goal incorrectly ruled out by the linesman in the game.
Arbeloa told Marca: “What is important after the international break is to win.”
“They are tough games because we arrive tired, and without much training. We had chances to score but we missed them, and in the end there were a few nerves.
“It was not a fluid performance, and Racing played very well.
“We must play better against Zurich.”
