Betis' ultras also sang songs dedicated to Zozulia.
Roman Zozulia has returned to Real Betis hours into his loan spell with Rayo Vallecano after fans of his new club called him a neo-Nazi because of shirt with the badge of Ukraine.
The 27-year-old Ukraine striker wrote an open letter to fans of Rayo, who have a large left-wing fanbase, after his deadline-day move denying he had links to the far right.
But supporters of the Madrid-based second-tier strugglers turned up to his first training session, protesting with a banner saying their town was "not a place for Nazis".
Zozulia, who joined Seville-based Betis from Dnipro in summer, will not be able to play again this season, because league rules say players cannot register for more than two teams in one campaign.