The former La Liga midfielder says a desire for a new challenge was behind his decision to join the Bundesliga side, but the Spanish side fear they have made a mistake
Right-back Coke spent the past five years at the Ramon Sanchez Pizjuan, bowing out in style as his two-goal salvo helped win a third Europa league title in as many seasons with a 3-1 victory over Liverpool in Basel.
The former Rayo Vallecano man was a firm fans' favourite in Andalusia and his versatility to play in defence and midfield was clearly valued by former coach Unai Emery.
Monchi believes the club will lose a key part of its identity in the wake of Coke's departure, which follows the exits of Emery and Grzegorz Krychowiak to Paris Saint-Germain and Kevin Gameiro's switch to Atletico Madrid.
At Coke's farewell news conference, Monchi said: "Today is a difficult day. I have sold many players and many of the transfers cause doubt, but about this one I am sure that something isn't going well and we didn't get it right.
"I have a bad taste in my mouth because in this transfer we made a mistake, we have lost someone who is very important.
"We are not just losing a player, we are not losing a right-back, we are not losing a captain, we are losing the heart of the team, a player who always gave his all for the club."
Coke also expressed sadness at leaving Sevilla, but insisted his desire for a new challenge was too great to ignore.
"I have had a funny feeling over the past two days, my heart doesn't feel like it is in the right place," he said.
"As I have said, the career of a player is short. I feel that this is what I have to do, but it gives me great sadness to leave all this behind. I will always keep Sevilla close to my heart.
"The best moment was during the final in Basel, it is just an anecdote for me personally, but I will treasure it.
"But there were many times on the pitch during Europa League or La Liga in which we were really having a tough time. During that adversity, we fought through and turned our situations around. That fighting spirit is what I want Sevilla to hold on to."