South African-born Stevens, who has 32 England caps, tested positive after the Heineken Cup game against Glasgow last month.
He can now request his B-sample to be tested, ask for a judicial committee to rule whether there has been an anti-doping violation or accept an anti-doping violation has occurred and go before an independent judicial hearing.
Stevens, who agreed a new four-year deal with Bath last February, could face a maximum ban of two years and will definitely miss Sunday's vital Heineken Cup clash with Toulouse.
Bath boss shocked by Stevens' troubles
Calleja said: "I was absolutely shocked. It is devastating news, something we could have done without. We all feel let down."
He added: "This week should have been all about the anticipation of a classic winner-takes-all match at the Rec.
"Instead, the headlines have been dominated by Matt Stevens."
Stevens has not revealed what he had taken, but said he took the drug while out with friends and that his use of the substance had become a problem.
He has already been attending drug counselling sessions.
Everyone's entitled to opinion - when many around quick to criticise and condemn, I'll be one of the first to put my hand up and help Matt through a horribly lonely time
Bath's Justin Harrison
Bath team-mate Justin Harrison said none of the players had any idea about Stevens' problems, but he would do anything he could to support his friend.
"He's made the first step towards rehabilitation by admitting he has an illness," Harrison told BBC Five Live.
"That shows he has more courage in a two-minute interview than I could hope to have in a lifetime.
"Everyone's entitled to opinion - when many around quick to criticise and condemn, I'll be one of the first to put my hand up and help Matt through a horribly lonely time.
"I've spent a considerable amount of time with him - it's important he knows he's not alone and I'd like to try and take some of the load off his shoulders as he's a fantastic man."
In an emotional television interview, Stevens admitted: "I want to say I truly am very sorry. I want to change my life and hopefully one day get the faith back that people had in me."
Former Bath and England centre Jeremy Guscott said Stevens could benefit from his admission.
"He has come out and admitted his problems and is seeking help and is getting counselling," he said.
Professional Rugby Players' Association chief executive Damian Hopley said he was shocked by the news.
"We will do everything we can to provide Matt with the support he needs at this very difficult time," he said.
Bath coach Steve Meehan said: "Life is full of all sorts of experiences. This one we are handling, and we are handling it well.
"My concerns are with the team and preparing them. My focus will be on the guys that take the field on Sunday."
Under World Anti-Doping Agency (WADA) regulations, adopted by the International Rugby Board on 1 January, Stevens could face a suspension of up to two years.
But for a first offence, if a player can fully establish the use of such a specified substance was not intended to enhance sport performance, the sanction could range between a warning and a one-year ban.
In 2005, former United States and England A winger Jason Keyter tested positive for cocaine after a random test while playing for National League Two side Esher.
Despite insisting he was innocent, Keyter was banned for a year before the Court of Arbitration for Sport doubled his ban.
And in 2006, Australia winger Wendell Sailor was banned for two years after also testing positive for cocaine.
Life is full of all sorts of experiences - this one we are handling
Bath coach Steve Meehan
Stevens joined Bath in September 2002 and played in all of England's games at the 2007 Rugby World Cup in France.
Away from rugby he is best known as the runner-up in a celebrity version of The X Factor in 2006, raising £125,000 for the Nelson Mandela Children's Fund.
In England, the Rugby Football Union, has conducted 1700 in and out of competition tests on rugby players across all levels since adopting the WADA code in the 2004-5 season.
In those four-and-a-half seasons there have been 14 positive tests.
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