The ex-Biancocelesti midfielder was named as part of the Calcioscommesse scandal alongside Gennaro Gattuso yesterday.
"We are surprised by these revelations," Davide Lippi told Sky Sport Italia. "Even shocked to be honest.
"I have known Brocchi for years and I think he has nothing to do with it.
"It's just an investigation, it doesn't mean he's guilty. There is an investigation - we will wait to see what happens.
"You get named and you are condemned, but that shouldn't be the case."
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