The Championship strugglers put four players on the transfer list earlier this week following a "breach of club discipline".
Manager Darren Ferguson told BBC Cambridgeshire: "The last thing I spoke about after the Crystal Palace game was how we need to be more professional.
"I don't think fans should be seeing the players out."
Fans emailed the manager after spotting the four players on a night out after their loss to Crystal Palace on Saturday.
Ferguson will not be disciplining Zakuani or Sinclair as they weren't directly told not to go out after the game.
Sinclair remains on the transfer list for "footballing reasons".