Jedinak is waiting to see whether he will face retrospective action from the Football Association after catching Sakho in the face during the closing stages of Palace's 3-1 win at West Ham on Saturday.
A suspension would rule the Palace skipper out of his side's trip to St Mary's Stadium on Tuesday.
Asked if he expected Jedinak to be banned, Koeman said: "I watched the moment in the game and of course I think what he did is very wrong, but I don't know if the FA will do something about that."
Palace are certain to be without Glenn Murray against Southampton after the striker was sent off at the weekend.
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