Witsel can see why the former Everton boss is in the running.
"It is not surprising after all the great work we've done with him the last years and for the last World Cup," Witsel told reporters.
"It is not surprising to see a club like Real Madrid, if the reports are true, to be interested in him.
"No, we didn't call each other to talk about our head coach and Real Madrid. We'll all be together next week.
"As I said, we've done a great job so far and we keep doing it. All the players, we're all happy with the coach and his philosophy. If we lose him it would be a huge loss for all of us.
"If it is really the truth and he was meant to leave, he will be frank with us I think."