Roberto Soldado has said Valencia players are being "kept in suspense" about the troubled club's future.
Valencia's ownership situation has been turbulent for months. The club's foundation - which on paper holds a majority shareholding - bankers, who hold security on the club's estimated €450 million debts, and the regional Valencian government all appear to be vying for control.
Long-serving board member Manuel Llorente resigned as president earlier this month in protest at a new foundation president being appointed over his head. His replacement is set to be decided at an EGM on June 4.
Adding to the sense of uncertainty around the Mestalla, coach Ernesto Valverde is out of contract in June, while reports suggest sporting director Braulio Vazquez could also be set to leave.
Skipper Soldado said whoever was in charge should make it clear to the players what plans for the club's future were, saying the current situation was "not good for anybody".
"We hear different people talking, but I do not know the truth of what is happening," he added. "I just hope it is all sorted out as soon as possible, because this is not good for anybody.
"Not only the players are worried, but everyone. The feeling is that they do not say anything clearly. So we are being kept in suspense. We do not know what is going to happen."
Llorente had attempted to stabilise the club's financial situation by selling star players including David Villa, David Silva, Juan Mata and Jordi Alba while simultaneously achieving Champions League qualification each season.
Soldado said that policy had at least kept the club on an even keel, adding: "Llorente had a project so that the club kept moving forward.
"I am not saying those who are coming in are bad, but we do not know what his going to happen. Such instability is generating doubts."
The situation has sparked speculation that players including Soldado, Jonas, Adil Rami and Vicente Guaita could be moving on.
However, Soldado urged the squad to focus on the short term, with games against top-four rivals Malaga and Real Sociedad over the next two weekends potentially decisive as to whether they reach the Champions League.
"We are professionals and we must go out onto the field to win, but the club is not helping much," he said.
"We must not let it affect us, but it is difficult. We do not know what will happen, but qualification for the Champions League is still in our hands. For me, I cannot see Valencia not playing in that competition."