The Spanish attacker made a surprise deadline-day move to La Liga side Real Zaragoza, signing on loan until the end of the season.
Speaking on Friday, Appleton revealed: "The lad knocked on my door yesterday afternoon and said he wanted to leave.
"For as much as you want to try and keep players at the football club, maybe he was frustrated that he thought he might not get regular football or didn't think he was going to start every game, which no player has a right to.
"At the end of the day, when you have a player knocking on your door saying he wants to leave the football club, I'm in a position now as the manager of the football club I want players who want to play for Blackburn Rovers. If there are any players in the squad who don't want to play then they know where my door is."
Rovers are back in action this Saturday when Bristol City visit Ewood Park. Tickets will be on sale right up until kick-off priced from £15 for Adults, £10 for Seniors and £5 Juniors.
Book online today at www.onerovers.co.uk
and collect your tickets from the Blackburn End collection point on the day of the game.