"The families of Sala and the pilot David Ibbotson have been updated with this news.", the force said in a statement.
"Emiliano Sala arrived on the backs of the Edre in July 2015 and knew how to win the hearts of the Nantes supporters".
Mr Ibbotson, from Crowle, Lincolnshire, was flying Cardiff City's Emiliano Sala from Nantes to the United Kingdom when their plane crashed near Guernsey on 21 January.
The Nantes player was on his way to South Wales after the record £15million signing by Cardiff City.
Southampton said they would work with Hampshire police to identify individuals who made indecent gestures towards Cardiff supporters.
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So when you lose you get at least three letters. "We play strong off set-piece, we play a varied kicking game, we play with a varied attacking game".
All Premier League and EFL players, including those at St Mary's, wore black armbands as a mark of respect for the recent tragedy and a minute's silence was impeccably observed before kick off.
He had said goodbye to his Nantes teammates and was en route to Cardiff, after the club bought him for £15 million, when he died.
Southampton confirmed both fans had been spoken to by police and meant to take "an extremely firm stance" over the incident.
Fans transformed the grounds around the stadium on Friday into a sea of bouquets and yellow-and-blue team scarves and jerseys in tribute to their fallen star.
Cardiff manager Neil Warnock said: "He was a very good lad, a really nice lad".
Once again on Saturday they were able to put away their emotions, or play on them, for 90 minutes and beat Southampton 2-1, just days after Sala's body was found, and take themselves out of the relegation zone.