The Juventus midfielder revealed what it is like to play with all three modern greats, giving his views on their abilities on the pitch and personalities off it.
Arthur, 25, joined the Serie A giants from Barcelona in the summer of 2020 in a £60million deal, but has failed to hit the ground running in Turin.
But while there, he played with Ronaldo and the Brazil international has claimed he was left baffled at how the current Manchester United forward Ronaldo keeps himself in shape.
"Cristiano surprised me with how professional he is," Arthur told TNT Sports Brasil.
"He's not a football player, he's an athlete. He's a professional because of all the work he does beforehand. Not on the field, which everyone sees, but off the field.
"He is a person who works, who eats well, and now takes in 15 minutes of sun [each day]. He is a professional and also a friendly person who tries to help.
"He is interested in the people around him. We used to sit together at the table with him. Sometimes he would look at our plate and tell us: 'Not like that, eh' [laughs].
"He tries to help in everything. He is a sensational person."
Ronaldo's dedicated fitness regime is a big reason he has remained injury free for prolonged periods and is still one of the best players in the world at 37.
Arthur also rubs shoulders with compatriot Neymar when they represent Brazil. He revealed how the Paris Saint-Germain forward helped him settle into the Selecao setup.
"Neymar is a talent, one that only he has. He also grew up when he arrived in Europe," he added about a player who was roundly booed by his own supporters recently.
"The more pressure he has, the better he plays. He is a genius. A genius for doing what he does on the pitch. I have a lot of love for him.
"He is one of those people who perhaps helped me the most when I got into the national team. He always told me to go with him.
"He made me better and helped me a lot. It is a privilege to be friends with him," he said.
The 25-year-old has also been able to play with, arguably, the best footballer of all-time in Messi during their time together at Barcelona.
"Messi… it seems that God pointed his finger at him. He is an alien because, on the field, he does some incredible things," he said.
"Watching their games at home, of course at home you can see the whole field. Inside the field you see just part of that and the ball, but Messi seems that he is looking at the entire field from above.
"He is reserved, but also outgoing. A great professional, he works a lot. He has a more reserved life, maybe not like Cristiano or Neymar, but because of his personality he can do whatever he wants.
"He also helped me a lot when I arrived at Barcelona. He spoke highly of me in interviews in my early days in Europe. It has also been a privilege to work with him."