"I'm devastated," said the 27-year-old Brazilian who tore the cruciate ligament in his left knee during a training match on Saturday.
"I will need a bit of time to sort myself out, but at the moment I feel terrible. It is the first time something like this has happened to me and I don't really know what I'm going to do."
Edu joined Valencia in the close season from Arsenal. Club doctors say he is likely to be sidelined for around six months.
"I heard a strange sound and felt a very odd pain and felt dizzy when it happened. I knew it was something serious.
"It is difficult to cope with because I had worked so hard in the pre-season and I was really looking forward to starting a new stage in my career with Valencia and now this changes everything."
Valencia attempt to overturn a 1-0 deficit when they play Hamburg SV in the return leg of an Intertoto Cup final at the Mestalla on Tuesday.