The Spanish outfit, who are struggling financially and are an estimated €450m (£388m) in debt, saw Manuel Llorente resign as the president earlier this month.
"We hear different people talking, but I do not know the truth of what is happening," ESPN quotes Soldado as saying.
"I just hope it is all sorted out as soon as possible, because this is not good for anybody. Not only the players are worried, but everyone. The feeling is that they do not say anything clearly. So we are being kept in suspense. We do not know what is going to happen.
"Llorente had a project so that the club kept moving forward. I am not saying those who are coming in are bad, but we do not know what his going to happen. Such instability is generating doubts."
Valencia are currently sixth in La Liga with 50 points from 31 matches.