 A product of Andalusian club Real Betis's youth system, Arzu was born in Dos Hermanas, Seville, and he played for its B-team during the 1999–2000 season, scoring twice in 19 league games.In the following campaign, he made his debuts with the main squad who was playing in the second division – 16 matches, two goals – helping achieve promotion but subsequently staying in the category, being loaned to neighbours Córdoba CF.In his first season in La Liga, Arzu netted four times from 35 appearances, including one in the opener away to Deportivo de La Coruña on 1 September 2002 (4–2 win).