Cardiff played their first game since Sala's disappearance on Tuesday, a 2-1 Premier League defeat at Arsenal, where tributes were paid to the missing Argentine forward and pilot David Ibbotson prior to kickoff.
The plane carrying Sala that disappeared from radar on Jan. 21 is yet to be found and Bamba said the team was badly affected by the "unusual situation".
"We travel by plane and some of the lads have been thinking 'I don't want to go on it anymore'," Bamba told BBC.
"The gaffer... and the club have been good in terms of bringing someone in to talk to if we need to. And I think some of the lads do, they need to get it out."
Bamba, who knew Sala personally through his agent, said he discussed the move to Cardiff with the Argentine who was signed from French Ligue 1 club Nantes.
"It is not just me finding it difficult, even though I had a personal connection to him," Bamba added. "I don't feel more sad than the other lads, everyone feels sad, the whole club."
Rescuers ended their search for Sala last week after saying there was little chance anyone aboard had survived but a privately funded operation is set to search for wreckage on Sunday. (Reporting by Rohith Nair in Bengaluru Editing by Amlan Chakraborty)