The 30-year-old was one of Fulham's most important players last season, but he was left out of the starting line-up for the goalless draw with Liverpool and again for the 1-1 draw with Manchester United and he was a late substitute against United.
Fulham have taken two points from their first five games under the Spanish coach, who was appointed in July on a three-year deal, with three defeats and two draws.
Andersen explained to Viaplay after the United game how he had taken it: “It comes as a bit of a surprise to myself. I was captain in many, many games last season, and then we lost the first three games – I was suspended in the first of them – and then the coach [Arbeloa] thinks he has to change.
“I don't have much to say, because I can't do much about it. I think I've played quite excellently, but sometimes the coach wants to try something else, and that's just how it is.”
Andersen has played three Premier League games this season. He has spent the past two seasons at Fulham, after a loan spell from Lyon in 2020-21, and has made 104 appearances for the London club.
His lack of minutes comes as Denmark's centre-back options have been thinned by an injury to Andreas Christensen, who is ruled out of the coming Nations League games, and coach Brian Riemer has called up Lucas Høgsberg to replace him.
Høgsberg is not a regular starter at Strasbourg, so the situation could give Andersen, who has won 48 caps for his country, the chance to cement his place in the centre of Denmark's defence again, with Oliver Provstgaard or Victor Nelsson as possible partners.
Denmark's Nations League games come before Fulham's next league match, at Ipswich Town on 10 October, so Andersen's next chance to show what he can do arrives on international duty.