Investigators recovered the body on Wednesday and transported it to the southern English coast.
Midfielder Aron Gunnarsson said: 'Sala's death brought everyone together, the performances and the fans and the lads and everyone around the club have been fantastic at this hard time.
Emiliano Sala's former club Nantes gave a final rousing send off to the Argentine striker, whose body was recovered from a crashed plane this week, with a series of moving gestures in their Ligue 1 game with Nimes on Sunday.
A couple of Southampton fans were caught making gestures taunting Cardiff City fans during their match and will have disciplinary action taken against them. The aircraft's pilot David Ibbotson, however, is still missing and calls for continuing the operation to find him have been made from Emiliano Sala's family.
The Argentinian, who was flying from Nantes to Cardiff, had become the Bluebirds' record signing with a £15m move to the UK.
Police later identified the supporters in question and detained them, with the club announcing that they will ban them for the disgusting behaviour.
Known as the Canaries due to their yellow strip Nantes played in a one-off full black outfit with Sala's name on the back of each shirt.
A video has emerged online from Southampton's Saturday Premier League 1-2 home game against the Welsh side.
Neil Warnock has abandoned plans for Cardiff to take a mid-season break so that he and his players can reflect on the Emiliano Sala tragedy in privacy with their families.
Sala, 28, was travelling to Cardiff in a plane piloted by David Ibbotson, which went missing over the English Channel on January 21, reports the BBC.
"The body brought to Portland Port today, Thursday 7th February 2019, has been formally identified by HM Coroner for Dorset as that of professional footballer Emiliano Sala", read the police report.

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