Brazilian goalkeeper Neto announced on Saturday that he will to depart the Serie A club when his contract expires at the end of 2014-15.
The 25-year-old has given no indication of a possible destination once his time in Florence is up, while insisting that it had nothing to do with "financial motivation".
In a media conference ahead of Fiorentina's trip to Parma on Tuesday, head coach Montella expressed his displeasure at the news.
"You never stop experiencing new things in football," he said.
"We are bitterly disappointed. But this sort of thing has always happened.
"I'll pick the team based on footballing reasons, nothing else. Perhaps it was made official a bit too soon.
"I've got no doubts about Neto's professionalism, but I'm less convinced about how he'll react mentally when we play at home."
Fiorentina's next fixture in front of their own fans at the Stadio Artemio Franchi comes on Sunday, when Montella's men take on Palermo.
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