Reports suggested the pair had been involved in a physical altercation following an argument after a training match during the international break.
Arteta, whose side travel to face Leeds on Sunday, live on Sky Sports, said there was nothing untoward in the pair having a disagreement but he was clearly angry that news of the incident left the club’s London Colney base.
“I don’t like the fact that that incident comes out at all,” said the Arsenal manager.
“And I will find out where it is coming from and if that is the case, that goes completely against what I expect from each other, the privacy and the confidentiality that we need, and there will be consequences.”
Earlier, Arteta had suggested the pair had quickly moved on from the alteration.
Asked what happened with Luiz and Ceballos, Arteta replied: “Nothing.
“Training is very competitive and issues happen a lot of times. Those things get resolved immediately within the team and there is not much to say.
“There is no problem at all (between the two players).”
After the story broke on Thursday night, Ceballos took to Twitter to deny the claims – simply retweeting the article below the word: “FAKE”.
It is not the first time the Spain international, on a season-long loan from Real Madrid, has been involved in an altercation with a team-mate.
He was caught on camera having a disagreement with Eddie Nketiah as the two substitutes warmed up ahead of Arsenal’s win at Fulham on the opening day of the Premier League season.
