Cellino is currently awaiting the outcome of his appeal against the League board's decision to block his purchase of 75% of the Championship club.
The League disqualified Cellino, 57, from becoming owner or a director of United last week following his recent conviction in a Sardinia court for tax evasion, of which the Italian insists he is not guilty.
Since the League's ruling, it has been revealed that the Leeds players have not been paid half of their wages for this month, having been asked to defer the payment until the outcome of the appeal by current owners GFH Capital, who are in dispute with Cellino over who is responsible for the funding of the club.
Cellino is reported to have already invested a considerable sum in the club, believed to be around £10m.
Leeds are also in dire form on the pitch, having lost six of their last seven matches to slip to 15th in the table.
"The message I have to the Football League is that they should look after the clubs they represents in the proper way," Cellino told Sky Sports News. "I don't think they are acting in the interests of the clubs. They are hurting Leeds, not Massimo Cellino, very deeply."
Cellino revealed that he would pay the player's wages if and when his takeover of Leeds is given the green light by the Football League, but admitted he did not know when the decision on his appeal would be made.
"I don't know when I will hear the outcome of the appeal," he said. "I was expecting the last trial to be accepted by the League so I don't know. It is a very strange situation.
"I have been submitted to a couple of trials like someone who has come to England to do something bad, which was not my purpose. I just went there to challenge for Leeds and to find something nice with Leeds. This situation is a nightmare."
However, Cellino vowed not to walk away from Leeds and voiced sympathy for the fans during this period of uncertainty, which includes suggestions that the club may have to go into administration should the Italian fail in his appeal.
"I cannot walk out because I have done nothing wrong and I am here to face all the problems," he added.
"The big problem is what damage is being done to Leeds as they are losing a lot of games for a lot of reasons. They need another four or six points to stay in the Championship.
"The supporters are really hurt and not being respected, that is the main problem.
"I hope everything is going to be alright and they let me run the club the way I know."