And the Argentine has revealed that he told the rebel 24-year-old, axed on Wednesday by manager Maurizio Sarri for the 2-0 win over Tottenham after refusing to be substituted, to keep his chin up, and keep going.
Arrizabalaga had to sit on the bench and watch as Caballero, the man he had refused to be substituted for at Wembley, produced a sound display as a determined Chelsea won 2-0 through goals from Pedro and an own goal from Kieran Trippier.
It was a result that eased the pressure on under fire manager Maurizio Sarri, and kept alive Chelsea’s hopes of Champions League football next season.
Deputy goalkeeper Caballero, 37, revealed he was surprised to be picked for the game by Sarri. The former Manchester City keeper said: “I hope the fans can forgive Kepa.
“People in the stadium on Wednesday were involved in the game. That’s what we needed – and we need it as a team in every single game we play at home.”
Caballero added: “I felt very good because when I found out I was playing – it’s a very hard decision. I have not had chances to play. When the boss confirmed the team I was surprised. I felt blessed to have the chance to play.
“I said to Kepa: ‘Keep going. I know it is a tough decision but you must keep going’. He said the same to me. We support each other.
“It had been a strange situation. We had to get through it. I had to live with it, we had to live with it.
“But everybody involved learned something. It brought something good to the atmosphere of the team. That’s the good news, that we went through this.
“We passed the last few days in good harmony, talking about things and how to beat Spurs, and we did it. It was important what happened because it was in a final, but it doesn’t matter now. We improved and we are more together.”
There were reports that Arrizabalaga had had a row with Caballero after the Carabao Cup final defeat, telling the Argentine he was the better keeper.
But Cabellero insisted: “Everything is ok between Kepa and I. Of course. We spoke about it after the incident and it was good to have a chat with him. He learned lot from what happened, we learned a lot as a team. Sometimes these things put players apart but in this case we are more together than ever.
“It’s not about experience. We make mistakes because we are human beings, we are people. This can be for top players, experienced players. But we have found people near to him to help him.
“The boss decided to put me in and Kepa was supporting me in the warm-up. We are in good harmony. We must keep going like this because as keepers we must support each other.”
Chelsea now face struggling Fulham on Sunday at Craven Cottage, and their next run of Premier League games sees them face Wolves, Everton, Cardiff and West Ham – all matches they could pick up points in.
Sarri would not reveal who will be in goal on Sunday, but Caballero said: “We need to go step by step. Every time that we try to see a little bit further, we make a mistake so we have to be clear.
“There are a few games where the top four are playing each other. It’s going to be good for us but only if we win against Fulham. We have to go one game at a time.”