Coentrao was spotted smoking a cigarette outside a restaurant and while he has since admitted to the incident, the Portuguese international insists he behaves as any professional would.
"It was my birthday and it was an occasional thing," Coentrao told Record. "I am very disappointed with what has been written in the press because no one can say anything bad about me.
"I am an excellent professional, I have always given everything for the clubs I have represented and it is not fair to put everything in doubt because of one isolated act.
"Besides, it was reported that I had made a lot of noise in my house on that night and that is a complete lie."
Coentrao will be hoping to force his way back into the Real first-team reckoning when they take on Real Sociedad in La Liga on Saturday.