Rafa Benitez has backed James Rodriguez after the Colombian was accused of speeding at up to 200 kilometers an hour.
Madrid sports daily AS published photos and a video of an unmarked police car following the top scorer at the 2014 World Cup to the entrance of the club's Valdebebas training ground on Friday.
However, Benitez hinted Rodriguez will be involved when Madrid travel to Valencia in a crucial La Liga clash on Sunday.
"Evidently, we are talking about a private matter. James is a good kid, he is serious, he has given us his explanations about what happened and there is no more to say," Benitez said on Saturday.
"I repeat: he is a serious kid and what we have to do is wait and see."
Benitez and Rodriguez haven't had the best relationship since the Spaniard took charge of Madrid six months ago with Rodriguez often showing his frustration at being substituted or even left out of the starting line-up.
Rumors in recent weeks have even suggested that Benitez could be just one defeat away from the sack after a run of three defeats in seven league games which has left them third in the table.
However, Benitez is confident he will remain in the Madrid hot seat with victory on his first return to Mestalla since winning two league titles as Valencia coach over a decade ago.
"I arrived at Real Madrid on a career path where I have won many titles and hired by the president, as I have said before, with an idea and a project and we need to give time to that project. The evaluations will be made at the end [of the season]," he added.
"I have full confidence that the team will win and you can continue to ask me these questions [about my future] in two or three years."
Benitez will face a familiar foe in Valencia coach Gary Neville, who captained Manchester United during Benitez's time at Liverpool.
Neville is looking for his first league win as Valencia boss at the fourth attempt after a 1-0 defeat to Villarreal on Thursday left his side 11 points adrift of their target of a top-four finish.
Benitez is expected to get a warmer reception from the Valencia fans than he has in recent weeks from the Madrid faithful, but Neville wants to pile the pressure on his counterpart with another defeat.
"I think it is right that the Valencia fans show their gratitude," he said. "But once the match starts we forget about gratitude. We have to win the game."