In May, Real ended their quest for La Decima - a 10th European Cup - by overcoming city rivals Atletico Madrid 4-1 after extra-time in Lisbon.
That victory earned the Spanish giants a place in the Super Cup showpiece for the first time in 12 years, while the clash at Cardiff City Stadium will see Europa League winners Sevilla make a third final appearance in nine seasons.
Arbeloa, an unused substitute against Atletico, has underlined Real's desire to get their season off to a winning start.
"Real Madrid's prestige has always been a result of its victories in Europe," he told the club's official website.
"For this club and for these players it is very important for us to have chances to fight for a European title and to win it.
"These matches at the start of the season are different, neither team is at full fitness and we'll certainly see more chances than there are in a [typical] European final. I hope it's an attractive match and that Madrid win.
"It will be difficult for us, because a lot of players have come from the World Cup and maybe we have a little bit of a disadvantage in that respect, so we're going to have to dig deep."
The game provides an opportunity for Real to hand competitive debuts to recent arrivals James Rodriguez, Toni Kroos and Keylor Navas, while Gareth Bale returns to the city of his birth.
Winners of the 2006 Super Cup final and runners-up 12 months later, Sevilla earned another chance to lift the trophy when they overcame Benfica on penalties following a goalless Europa League final three months ago.
Denis Suarez, a recent acquisition for the club on loan from Barcelona, is determined to make an impression at his new employers, starting with Tuesday's clash in Wales.
"It's the first trophy of the season and we are all looking forward to it," he told the club's website.
"We have to show that we deserve to be there, therefore I will give my all. We have to ensure we are physically strong so that we can fight for a good result."
