Bellerín was selected to start for Arsenal in the 2015 FA Cup Final on 30 May, helping the team keep a clean sheet in a 4–0 win over Aston Villa at Wembley Stadium.
He signed a new long-term contract before the 2015–16 season and played the entirety of Arsenal's 1–0 win over rivals Chelsea in the 2015 FA Community Shield. He was the sole Arsenal player listed in the season's PFA Team of the Year, and came in third place in Arsenal's Player of the Season voting. On 21 November 2016, he signed a new long-term contract after agreeing to a deal that ties him to the club until 2022.
Having reached the semi-finals of the 2013 European Championship with the under-19 team, Bellerín made his debut for Albert Celades's under-21 team on 30 March 2015, playing the full 90 minutes of a 4–0 friendly win over Belarus in León.