Fulham twice led at home to Crystal Palace on Saturday but ended up with a 3-2 loss, to go with defeat by the same scoreline to visitors Chelsea and a 1-0 reverse at Sunderland.
Their only victory so far this season came in the League Cup second round against AFC Wimbledon.
There were grumblings of discontent and some boos amongst the Craven Cottage faithful as fans showed their displeasure at a start which has seen Fulham concede seven league goals.
Next up is a trip to Liverpool before a home game against Manchester United but, despite a rocky start to his reign, Arbeloa, a replacement for Marco Silva who left at the end of last season, remained upbeat on Saturday.
"It's three games, three losses, so it's difficult," he said. "And now you are thinking that we have to go to Anfield, Manchester United coming to Craven Cottage, so you can see two very difficult games.
"We knew that this month was to be a very tough month, but I told my players this month will not define our entire season.
"I think they are working so hard. They are playing, like today, giving everything that they have, and with this mentality and with this character I am sure that victories will come."
On the plus side, Arbeloa's attack-minded philosophy has seen Fulham score four times in those three defeats and on Saturday they had 25 goal attempts against Palace.
But stopping them going in at the other end is proving troublesome for ex-Real Madrid and Liverpool full-back Arbeloa.
"We conceded very easy goals. Crystal Palace didn't need to do so many things to score three goals," he said.
"They are easy situations to control, to control that goal that we concede, so it's not something that I am very worried (about), for sure. It was similar to some of Chelsea's goals, and we need to learn so quick, because when you concede a goal, the game could change.
"If you are winning 2-1 at home, you cannot concede some counter-attacks and some situations that, when you are winning, you cannot concede."