Crystal Palace caretaker manager Keith Millen says the players have been left shocked and confused by the departure of Tony Pulis.
The club announced on Friday that Pulis had left Selhurst Park by mutual consent after reportedly falling out with co-chairman Steve Parish over transfer policy.
Pulis was named Premier League manager of the season just three months ago after leading Palace to survival and an 11th-placed finish.
"We are all shocked from the players to the staff," said Millen, who has been put in temporary charge of the team's Barclays Premier League opener against Arsenal on Saturday.
"We knew the frustrations of the club that we hadn't brought in as many players as we wanted but as far as training is concerned we had no inkling this might happen."
Millen continued: "The players are asking why. This has happened now three times what with Dougie (Freedman) leaving and then Ian (Holloway) and now Tony.
"So they're asking why. It's important to reassure them they've done nothing wrong.
"Tony loved working with the group and they are a great group to work with.
"Now all of a sudden they're wondering who is going to come in and what direction we're going."
Parish and Pulis had disagreements in the initial period after the former Stoke boss was appointed but Pulis insisted at the end of last season their relationship had improved.
Palace have so far signed Martin Kelly from Liverpool, Fraizer Campbell from Cardiff and Brede Hangeland from Fulham.
The club, however, failed to finalise deals for the likes of Gylfi Sigurdsson, who returned to Swansea, and Steven Caulker, who chose to join QPR.
"We've been frustrated as a club over transfers because we haven't brought in as many players as we'd like to, but we've still got two weeks to bring players in," Millen said.
"Tony is a very single-minded person and he knows what he wants on the football field.
"You can see that from how he organises the players and that's why we were successful last year.
"Then Steve quite rightly has the club's interests at heart and that's the same at any club. Where they've fallen out I don't know but you've got two strong-minded people there."