Bilbao next face Getafe and are short at the back.
Valverde said, "At the moment what is going to happen for sure is that we are going to be in Europe and we are going to have four competitions. What we still want is to win, have a good taste in our mouths, try to be fourth, not go further behind fifth place.
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On their defensive options, Valverde admits work needs to be done.
"It's something that the club has to evaluate. Yeray has been out of action for quite a few months. A situation like this year's is a lot of risk, and it has turned out well for us.
"Real Madrid has solved it with midfielders and full-backs, but of course, Real Madrid is Real Madrid."