"After (the game), the coach told us his intention to go into a training retreat and the whole team were in agreement," goalkeeper Christian Abbiati told Milan channel.
"We all agreed it was the right thing to do and no-one answered back or spoke out of turn."
"We all support the coach, united together," added the long-serving goalkeeper who has spent most of the season as second choice to Diego. "We all realised we had performed badly against Udinese on Saturday."
Italian media reported that Inzaghi and his players were involved in an argument on the team bus which took them to Trieste airport following the 2-1 defeat.
Milan, who host Genoa on Wednesday (1945 BST), are tenth in Serie A after another indifferent season and look set to miss out on European football for a second time in a row.
Inzaghi publicly criticised his team's performance and attitude after the game and immediately ordered them to stay at the club's Milanello training centre on the outskirts of Milan until further notice.
"We have been here at Milanello since Sunday to try and resolve the problems," said midfielder Riccardo Montolivo in another Milan channel interview.
"I'm sorry to read that the players were not in agreement with the coach because we took this decision together and it is disappointing to see that someone wants to come between us and the coach because we have a lot of respect for him.
"The fault lies with us players, we play every week and we have to do more. But the changing room is not split in two, that is absolutely untrue."
Inzaghi, also talking to Milan channel, added: "I know exactly what happened, all the players immediately agreed the retreat was the best thing for everyone.
"A lot of false things have been said which is not nice and our best answer would be to do well tomorrow against Genoa."
(Writing by Brian Homewood in Berne; editing by Justin Palmer)
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