The 21-year-old, however, tried to take matters into his own hands by posting a message on his Instagram account on Friday evening, begging the Seagulls to let him leave.
Valencia, who played with Caicedo for Ecuador at the 2022 World Cup, said if he had spoken to the midfielder he would have advised him to not write the message.
The Fenerbahce told DeUnaSF : 'If I had spoken with him, I would have told him not to post what he posted on Instagram.
'If he wants to leave, he could discuss that with in-house with the club.'
<blockquote class="twitter-tweet" data-lang="en_US"><p lang="es" dir="ltr">🚨🇪🇨 Enner <a href="https://twitter.com/hashtag/Valencia?src=hash&ref_src=twsrc%5Etfw">#Valencia</a> acerca de la situación de Moisés <a href="https://twitter.com/hashtag/Caicedo?src=hash&ref_src=twsrc%5Etfw">#Caicedo</a>:<br><br>“Ayer busque el número de Moisés para hablar con él, pero decidí dejarlo tranquilo porque son cosas que se hablan en familia con calma. Si hubiese hablado con él, le hubiese dicho que no publique lo que publicó”. <a href="https://t.co/vCv67erzt4">pic.twitter.com/vCv67erzt4</a></p>— DeUnaSF (@DeUnaSF) <a href="https://twitter.com/DeUnaSF/status/1620141503350972417?ref_src=twsrc%5Etfw">January 30, 2023</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>
Valencia's comments came when questioned about Caicedo's actions after attempting to force a move away from the Amex in January.
His post read: 'I am grateful to Mr Bloom and Brighton for giving me the chance to come to the Premier League and I feel I have always done my best for them. I always play football with a smile and with heart.
'I am the youngest of 10 siblings form a poor upbringing in Santa Domingo in Ecuador. My dream always to be the most decorated player in the history of Ecuador.
'I am proud to be able to bring in a record transfer fee for Brighton which would allow them to reinvest it and help the club continue to be successful.
'The fans have taken me into their hearts and they will always be in my heart so I hope they can understand why I want to take up this magnificent opportunity.'
Brighton boss Roberto De Zerbi said Brighton are 'ready to go forward' without Caicedo, who was left out of their squad to face Liverpool on Sunday and has not trained since releasing a statement asking Brighton to let him go.
'I would like that he can finish the season with us but we are ready to go forward without him,' De Zerbi said following their FA Cup win against the Reds.
'I can understand him because when you are 21, and you receive the request of a big, big team that are playing in Europe. I can understand... Caicedo is a very, very good guy.
'I was surprised (by his statement) but I can understand where it started. I don't know if you understand, but Moises is a good guy.'
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