Sala died in a plane crash last month days after joining Cardiff with his body finally found on Thursday after a two-week search.
Two home fans were photographed making aeroplane gestures during their side's 2-1 home Premier League defeat by Cardiff on Saturday with the club insistent that swift action would be taken.
"Southampton Football Club can confirm that two fans were detained and had their details taken by police during our match against Cardiff City," the club said in a statement.
"Such behaviour has no place in our game and will not be tolerated at St Mary's."
Southampton said they would work with Hampshire Police to identify individuals who made indecent gestures towards Cardiff supporters.
"The club will be taking an extremely firm stance against anyone involved and intends to ban those supporters identified," they added.
Players from both teams observed a minute's silence in tribute to Sala before the game.
"We could easily have folded, but we were determined," Cardiff manager Neil Warnock said following the win.
"We're limited, but you can't question their character and what they've got under their shirts, because they've bags of heart.
"We've won two on the trot but it should be three; we should have beaten Arsenal. That was the first game since the tragedy; the three games since we've been superb.
"Emiliano was a fabulous lad, and it's appropriate we came down with our black armbands on and put in a performance like that.
"We could have put that ball in the corner from the free-kick, but it's 'We've got to put it in the box and have a go'. The next few games are all winnable.
"All three subs were brilliant. Ken's (Zohore) back to himself; his eyes are bright. Victor's (Camarasa) made the goal, and (recent signing Leandro) Bacuna fitted in as if he's been there his whole life."
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