Stokes has already returned to training, with the possibility he could play in the County Championship for Durham against Northamptonshire on Friday.
When it was put to McCullum it is a positive that Stokes is looking to play again, the coach gave a long pause and said: "I'm worried about Ben. That's it. I'll leave it at that.
"I'm in constant communication with him, which is great. I care for him immensely.
"Whatever he is working through at the moment, it will be because Ben thinks that's right for dealing with what he's feeling at the moment. So my concern is Ben.
"He's very entitled to make his own decisions around that stuff and I encourage him to keep doing stuff like that because if it gives him some joy and some satisfaction, then that's good."
Stokes and McCullum united at the helm of England's Test team in 2022.
Although Stokes' success rate is the best of any England captain since 1981, he described the bruising 4-1 Ashes defeat in Australia last winter as his "toughest time" as captain.
McCullum said he has been in daily communication with Stokes. Assessing what he can do to care for the captain, McCullum said: "Again, my concern is for Ben. He has been an outstanding leader for four years."
The coach said Stokes had put "his heart and soul" into the job, but mentioned that "the scrutiny that comes with it has its perks but also its challenges".
He added that Stokes had "done a wonderful job" of handling the stresses of the job and said the England leadership "just want to focus on Ben".
Both Stokes and McCullum previously denied that their relationship was put under stress during the Ashes.
Looking at this latest episode, where the captain breached team protocols in England's first Test since the tour of Australia, McCullum said it has caused no extra strain between the two.
"Our lines of communication are very open," said McCullum. "Four years together is a long time in a really punchy pressure cooker.
"We've always had the best intentions of English cricket at the core of what we are trying to achieve and the decisions we're trying to make. Right now, I have a lot of respect, a lot of care for Ben, and I'm doing what I can to support him."
England's winter was dogged by off-field problems.
White-ball captain Harry Brook was punched by a nightclub bouncer in Wellington on the eve of a one-day international against New Zealand, an incident where Jacob Bethell and Josh Tongue were also present.
On England's mid-Ashes holiday in Noosa, Ben Duckett was found apparently intoxicated by members of the public, who filmed him and posted the footage on social media.
England subsequently introduced the midnight curfew, which was then broken by Stokes and Atkinson.
"When I first found out about it, I was slightly bewildered, if I'm being honest," said McCullum of the breach.
"Then you go through a range of emotions. You go from being bewildered, on to angry, on to kinda gutted.
"Very quickly, through talking to Ben in particular, and also Gus, my overall emotion turned to worry and concern for Ben in particular.
"Since then it has been about how we support these guys, whilst not overlooking the fact they have not lived up to the standards we have set for ourselves."
Key suggested he may consider a total ban on alcohol, which McCullum stopped short of endorsing.
"I do believe there is a place to never want to kill the joy, so to speak," said McCullum. "I think it is vitally important that you celebrate your successes.
"I've been involved in this sport and been living this life for the best part of 20 years and some of my most enjoyable moments have been sitting around after going to war with your team-mates and looking them in the eye and realising that you have left it all out there.
"I don't believe in excess, I think excess is a dangerous situation and you need always to uphold the standards and make sure you try to live by those. But you aren't always going to get it right. We need to keep trying to educate and learn and teach these guys."

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