When Zozulya flew in to join La Liga side Real Betis last summer from Dnipro Dnipropetrovsk, a Spanish newspaper reported wrongly that he was wearing the shirt of a far-right paramilitary group, as reported by Reuters.
It quickly apologized and withdrew the article but after signing for second-division strugglers on a six-month loan on Tuesday, Zozulya was greeted in training at his new club by angry fans carrying a banner declaring it was "not a place for Nazis".
Read alsoUkrainians cry foul over accusations of neo-Nazi links against striker Zozulia"It is all obvious. Every man who loves his family will choose his own right decision," Zozulya told Hromadske Radio.
"Football is my life. But if I have to choose between football and my family than my choice is pretty obvious...Right now we are in Seville, in safety. And I feel we have the backing of the press and people here," said the 27-year-old.
Zozulya will officially announce his decision on Monday, which is likely to cost him a place in Ukraine national team.
La Liga said in a statement that it had met the club, known for their large left-wing fan base, and the Spanish Footballers' Association and all had agreed to "guarantee the player's safety, whether in carrying out his professional work or his personal life".
Should he stay at Real Betis, Zozulya would be ineligible to play again this season as league rules state players cannot register for more than two teams in one campaign.
"I perfectly realize that I may not get an invitation to play for Ukraine this spring because I will not have a competitive practice. Though Ukraine head coach Andriy Shevchenko called me and expressed his support", Zozulya added.