Sergio Ramos has declared his innocence amid reports of widespread tax avoidance in Spanish football.
A coordinated leak of confidential information by a consortium of 12 European newspapers is set to cast the spotlight on the affairs of numerous high-profile players in La Liga and elsewhere.
"Well, it is a complicated story," the defender said.
"[We] have to wait and hear what happens. It is a bit uncomfortable to be sat here and speaking about this.
"It is not going to affect us and I can only speak on a personal level. I have done nothing wrong. I'm sure everyone does the right thing, although some prefer to do things a different way.
"There are lies sometimes published to unsettle the team but I don't think it will have an effect on us."
Ramos' late equaliser earned Madrid a valuable 1-1 draw away to title-holders Barcelona on Saturday to remain six points clear at the top of the domestic standings.
And, while Zinedine Zidane's side appear to be in a commanding position, Ramos dismissed suggestions that winning a treble of LaLiga, the Copa del Rey and the Champions League is now more likely.
"I said straight after the game that we gained a very important point," he said.
"It was a tough ground to go to and against a big rival… because we equalised right at the last minute it feels more valuable [but] the title race is still wide open.
"Real Madrid go for everything right from the start of the season. They always fight for the three competitions. So after Nou Camp, after the draw there, people now talk about the treble.
"[But] from the first day, the first moment, from pre-season this is our mentality. Madridistas expect to fight for all competitions. So in that respect the result is irrelevant."
Madrid go into the game against Dortmund at the Santiago Bernabeu second in Group F, aiming to replace Thomas Tuchel's team in top spot, both sides having already qualified for the round of 16.