Manchester City were found guilty of 114 of the 115 alleged breaches, although the club are expected to appeal and sanctions have yet to be decided.
Robertson, who spent nine years at Liverpool competing directly with City, believes the players should not be held responsible for the club’s financial affairs.
“I think you can hear the shock in my voice,” Tottenham fullback Robertson said while preparing to captain Scotland against Slovenia.
“The case has obviously been going on. For me, the Man City players showed they were good enough on the pitch.
“I don’t know too much about the charges. But they had an incredible team, one that I loved battling against.
“I don’t think when it comes to these things that players are ever to blame. That’s all I can focus on.”
Robertson faced City throughout one of the Premier League’s most competitive periods, finishing second behind them with Liverpool in 2019 and 2022.
Former City midfielder Rodri, meanwhile, has gone further by backing the club’s claim that they are innocent of wrongdoing.
Speaking before Spain’s Nations League meeting with England, the 30-year-old said he continued to trust City until the legal process proves otherwise.
“They always express the confidence that they never did something wrong and we believe in that,” Barcelona midfieledr Rodri said.
“Until the moment they are proved wrong, we will believe the club. They always tell us the confidence they have on the innocence.”
Rodri also pointed to City’s successful appeal against a separate UEFA financial case in 2020 as a reason for his continued faith in the club.
“We had the example of 2020 that the process was the same and at the end nothing happened,” he said.
“There as well in the first instance we were found guilty, but we believed in the club and the innocence that the club maintained and in the end we ended up acquitted.
“So, I believe in the justice system, and I believe in the innocence of the club.”
Rodri also rejected suggestions that City’s achievements during the period covered by the case could be erased.
“What we did, they cannot take out of us,” he added.
“It’s something that is not paid by money. It’s paid with effort, with the damage, with, you know, being shoulder to shoulder every day.
“I can tell you that everything was deserved, and I’m glad that I could live one of the best eras of English football in here.”