Ceballos says the players were more upset with Ronaldo's claims he could leave Madrid after winning the Champions League final.
He told Radio Marca: "I did not understand his departure or that of (Zinedine) Zidane. It did not bother us.
"On the other hand, we did not understand why Ronaldo announced his departure just after the final of the Champions League because it was a moment of celebration. We cannot fault him, he gave everything to Real Madrid and the club is very grateful to him.
"Cristiano is no longer there, but the team continues to work because Real Madrid is above all."