The loyal 38-year-old Gunners supporter was so thrilled with Arsenal's 5-1 aggregate victory on April 16, and he did not hesitate to ask 22-time Grand Slam champion Nadal - who is a Madridista fan - if he was OK.
Revealing the text at a press conference after his French Open farewell ceremony at Roland-Garros on May 25 - where he was joined by ex-rivals, Murray, Novak Djokovic, 38, and Roger Federer, 43 - Nadal, 38, said: "My good friend Andy, we were not in touch for a while.
"The day that Arsenal beat Real Madrid, when the match just finished, after one second, he text me a message, telling me, 'Hey, Rafa, haven't spoken to you in a while. Just checking in to make sure you are OK?'
"So honestly, [it] takes me like five seconds to realise what I was reading, because at the beginning, I said, 'Okay, he's such a nice guy. He's asking about how I'm doing, family.'
"After five seconds, I said, 'This British sense of humour.' By the way, I didn't text him back when PSG beat Arsenal."
Nadal retired from tennis after playing for Spain in the Davis Cup Final in November 2024, but he was given a proper send-off on the clay court, which gave him his nickname, the "King of Clay", on day one of the Roland-Garros tournament on May 25.
Speaking to the crowd, the Roland-Garros champion - who won 14 of his 22 major titles at the tournament - said: "My infinite gratitude to the entire Roland-Garros team for giving me the opportunity.
"Without a doubt, the most important tennis court of my career. It’s been an incredible story that began back in 2004 when I came to Roland-Garros for the very first time. I could barely walk because of my foot injury, but I climbed to the top of the court on crutches. I looked and dreamed of coming back the following year to compete. In 2005, I was finally able to play here for the first time at 18.
"My first major experience was a match against my childhood friend Richard Gasquet. From that day on, I fully understood what Roland-Garros meant. I’ve experienced everything over these 20 years.
"I’ve had incredible rivals - Andy [Murray], Novak [Djokovic], Roger [Federer] - and of course, many others who pushed me to my physical and mental limits. Truly, nothing could have been as thrilling without these long-lasting rivalries that have driven all of us to improve every single day.
"Roland-Garros is unique. Not just because it’s a fundamental part of tennis history, but also because of all the people who work tirelessly with a smile to make this tournament what it is - unique."