Icardi scored twice as his side ran out 4-0 winners, but Sakic was angered by the way that he chose to celebrate his first goal of the match.
"I did not like Icardi's behaviour after the goal," he told reporters. "He was disrespectful towards the club and the fans, so this gesture speaks for itself. I am very angry and it's a shame these things happen. This club and the supporters deserve more respect."
Sampdoria are currently 12th in the Serie A table.