Media reports said windows of the bus were broken and players received death threats.
"No sporting result, however negative, can justify actions like those which happened on the team's return from Milan," a club statement said.
"The situation is delicate but the only way we can get out of it is by remaining united."
Samp finished fourth in Serie A last season but this campaign has been miserable from even before the beginning and could be about to have a very nasty end with the former European Cup finalists a point above the drop zone with five games left.
Almost as soon as they had wrapped up fourth spot last May, coach Luigi Del Neri quit for Juventus and they then lost a Champions League qualifier to Werder Bremen.
Top strike duo Antonio Cassano and Giampaolo Pazzini left in January for Milan and Inter Milan respectively after the former fell out with owner Riccardo Garrone and the latter was let go to raise funds.
Replacements such as on-loan Manchester United forward Federico Macheda have flopped and they have slid down the table.
