Manager Arsene Wenger said Arsenal would support Sol Campbell following the defender's sudden departure during Wednesday's match against West Ham.
Campbell, 31, left Highbury before the end of the 3-2 defeat to the Hammmers after he was substituted at half-time.
Wenger, who has not seen Campbell since, does not know the exact nature of his problem but is not too worried.
"The only thing we can do at the football club is to support people when they need our help," he said.
"Every human being has the right to privacy," added Wenger.
Campbell's team-mate Kolo Toure revealed he had failed to get hold of his fellow defender, while team-mate Robert Pires said the player had a "big worry" in his private life.
"I think Sol is a good player. We all know what he has done for Arsenal and the England national team as well," Toure told the BBC.
"That kind of thing (the West Ham performance) can happen once in your life. For me he is a good player and he will be back definitely. I have tried to phone him but it was hard to get him."
Pires added: "He certainly has a big worry on the private side and that is what is upsetting him."
The centre-back was taken off after a torrid first-half display in the defeat to West Ham.
Wenger gave Campbell time off training and revealed he would not feature against Birmingham on Saturday.
"Am I worried? No, not really. He is in a difficult period at the moment. And you can only help people if they are in touch," added Wenger.
"I haven't seen him since Wednesday night and I have no news from him at the moment. It is not a big concern for me because I feel he just needs a break.
"Will a few days to clear his head be sufficient? I think so. I do not know what the problem is. Frankly, really and sincerely I don't know."
Reports have suggested Campbell might walk away from football, while it has also been said that Football Association officials tried unsuccessfully to contact him when he was absent from a function with Tony Blair on Thursday.
Toure and Emmanuel Eboue are unavailable on Saturday while Kerrea Gilbert and Lauren are injured so Wenger could have done with Campbell being available.
"There is not a lot of choose from," the Arsenal manager admitted. "I don't know what I'll do about it at the moment, I must think.
"Do I put Gilberto there or keep (Mathieu) Flamini at the back? I don't know."