Malaga coach Manuel Pellegrini admits doubts over the club's finances is a concern.
Three senior players, Santi Cazorla, Joris Mathijsen and Salomon Rondon, have also recently reported the club to the players' union for unpaid wages, whilst Osasuna have made an official complaint against Malaga as money owed to them for the transfer of Nacho Monreal hasn't been paid.
And Pellegrini said the situation has been exacerbated as the squad are currently in Venezuela as part of a pre-season tour.
He told AS: "We are concentrating on the sporting side but when there is such a quantity of rumours it is going to have an effect. Moreover, we are currently abroad, but we are calm because we are working very well on the aspect we can control.
"We have tried to isolate ourselves from the topic, but the truth is there is no certainty in what is going to happen and it is not good to say anything until I know more. We return to Spain on Tuesday and we will see what we find."