You can always set up your coordinate system so that the circle is at a fixed z.
In spherical coordinates we have [itex]x= Rcos(\theta)sin(\phi)[/itex], [itex]y= R sin(\theta)sin(\phi)[/itex] and [itex]z= R cos(\phi)[/itex]. At fixed z, [itex]\phi= cos^{-1}(z/R)[/itex] and it is easy to show that
[tex]sin(cos^{-1}(z/R))= \frac{\sqrt{R^2- z^2}}{R^}[/tex]
It is also true that with radius r, we have [itex]r^2+ z^2= R^2[/itex] so that [itex]R^2- z^2= r^2[/itex] and so
[tex]sin(\phi)= sin(cos^{-1}(z/R))= \frac{r}{R}[/tex]
That is, [itex]x= r cos(\theta)[/itex], [itex]y= r sin(\theta)[/itex], and [itex]z= \sqrt{R^2- r^2}[/itex], a constant.
But, since [itex]\theta[/itex] is in radians, the arclength of a segment over angle [itex]\theta[/itex] is [itex]s= r\theta[/itex] so that
[tex]\theta= \frac{s}{r}[/tex]