Mohamed Salah scored twice and Joel Matip once when the Gunners, previously unbeaten, travelled to Merseyside for their third match of the new Premier League season.
Spain international Ceballos lasted only an hour but the European champion made a big impression on the midfielder, who is on loan at Arsenal from Real Madrid.
"I've never seen anything like what I saw at Anfield," Ceballos told the Guardian.
"I haven't seen a team that plays better, that presses like them, the way the fans carry them along.
“They take the air from you. You spend so much time defending and when you want to do something with the ball, when you want to breathe, they're back on top of you. They're very well-drilled."
Ceballos was dropped to the bench for Arsenal's next match, the 2-2 draw against Tottenham, but sliding out of the starting XI did nothing to dent his enthusiasm for life in north London.
"I love the city, I love the Premier League and love Arsenal," he said.
"I'm just really, really happy to be part of this great club. I've hardly noticed any difference in size between Real Madrid and Arsenal. And the fans are very passionate, they love the players."
Ceballos believes Arsenal's front three can propel them to success, saluting the "direct" qualities of Nicolas Pepe and describing Alexandre Lacazette as "the best player".
"You can compare [Pierre-Emerick] Aubameyang to Cristiano [Ronaldo] when he was at Madrid in the sense that he plays close to the goal, he lives for scoring," Ceballos added.