Alan Pardew feels let down by West Brom's players after four members of his first-team squad broke a curfew and sparked tabloid controversy during their training break in Barcelona.
The Premier League's bottom club announced on Friday that they had launched an investigation into an "incident" during the training break, involving four senior professionals.
According to The Sun newspaper, the group of West Brom allegedly drove off in a taxi from a McDonald's drive-through without the driver and abandoned the car outside their hotel.
The report claimed the players were taken to a police station in Barcelona but not arrested in relation to the incident, which is said to have taken place at around 05:30 local time.
Pardew addressed a media conference to preview Saturday's FA Cup fifth-round clash with Southampton after the story broke and refused to be drawn on the finer details.
Asked whether he knew what had occurred, Pardew replied: "No, that's why we're having an investigation into it and we've put that statement out to stop some to of the speculation flying around.
"It wasn't what we've wanted. We went there to try and get us up for this run-in and this isn't ideal
"They've broken a curfew and that's unacceptable. I feel let down by that."
A reporter then asked whether a taxi was involved and Pardew responded: "We've got an investigation into that so I'm not going put anything on that [rumour].
"There was a curfew on that evening and it was broken. That's all I'm going to comment on the rest of it.
"I think the club is clear that it wants to investigate it properly and we want to concentrate on the game tomorrow. It's a very, very important game. We have to respond with a performance."
West Brom's statement read: "The club can confirm that four senior players were involved in an incident during this week's mid-winter training trip to Spain.
"The club has instigated its own investigation into the incident and the players will be subject to the full rigours of our internal disciplinary procedures."
Albion have endured a dismal run on and off the field that leaves them five points adrift at the bottom of the Premier League, seven points from safety.
Forward Jay Rodriguez is being investigated by the Football Association over allegedly racially abusing Brighton and Hove Albion defender Gaetan Bong. Rodriguez denies any wrongdoing and has pledged to clear his name.
Earlier this week, West Brom chairman John Williams and chief executive Martin Goodman were sacked by owner Guochuan Lai.