The Real Madrid midfielder was accused of assaulting Baena in the car park at the Santiago Bernabeu after his team's 3-2 defeat to Villarreal last weekend in La Liga. Baena has since reported the incident to authorities.
Valverde was asked for his perspective by reporters as he stopped in his car to sign shirts for some fans in a video posted Thursday.
"Yes, at this time I have leaned on the family, on the people of Madrid and those who support me on the street," he told El Golazo de Gol.
Valverde reportedly punched Baena after being taunted by the midfielder about his unborn son, who at the time was not expected to be alive at birth. Baena has denied he made such comments but has confirmed he has reported an assault to the police.
The child eventually was born in good health in a miraculous turn Valverde celebrated at the Club World Cup.
La Liga president Javier Tebas has condemned the alleged assault and insisted there is no justification for the alleged act of aggression.
Real Madrid fans, however, showed their support for Valverde during Wednesday's Champions League quarter-final first leg win over Chelsea at the Santiago Bernabeu.
Supporters were heard chanting the midfielder's name during the contest that resulted in a 2-0 win for the hosts.