The players were allowed home after an additional practice session on Sunday morning but ordered to return in the evening for the so-called "ritiro", the Italian word for the practice of confining players to the team's headquarters.
"The team will meet up again at Milanello (Milan's training ground) for dinner, beginning the "ritiro" for real," said Milan in a statement.
"The duration of the "ritiro" has not been decided. The team could remain at Milanello until Wednesday, or until May 3, May 10, May 17, May 24 or May 31, depending on the decision of the Milan coach, which will be based on the quality of their performances."
Seven-times European champions Milan are stuck in 10th in Serie A and set to miss out on European football for the second season running.
Inzaghi became their third coach in less than a year when he was appointed at the start of the season and has fared just as badly as predecessors Massimiliano Allegri and Clarence Seedorf.
Milan supporters, however, have blamed club owner Silvio Berlusconi and rudderless leadership for their troubles.
Inzaghi effectively accused his players of not trying hard enough after Saturday's game.
"The squad up until today has always given its all, but the attitude today was wrong and so was the way we approached the match," he said.
"There are very few excuses and the only thing to do now is to roll up our sleeves and do well in the last six matches, because we’re Milan and our dignity is involved.
"If the attitude is wrong and you are not focussed out on the pitch, it is hard to get back into a match. With the attitude shown today we would have lost to whoever."
(Writing by Brian Homewood, editing by Mark Meadows)
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