Cardiff played their first game since the disappearance of the aeroplane carrying striker Sala and pilot David Ibbotson on Tuesday night, a 2-1 Premier League defeat at Arsenal.
Tributes were paid to Sala and the Argentinian striker was listed in Cardiff's squad in the matchday programme, with the image of a daffodil next to his name where his number would have been.
Sala was on board a light aircraft that went missing from radar over the Channel Islands on January 21, and Bamba said the whole Cardiff squad had been deeply affected by the disappearance of their new team-mate.
"It is a very unusual situation, a big tragedy," Bamba told BBC Sport Wales.
"We have all been affected by it, the lads, the city, the whole club.
"We have had some help. We travel by plane and some of the lads have been thinking, 'I don't want to go on it anymore.'
"It was that deep, the gaffer (Neil Warnock) has been good 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."
Defender Bamba had spoken to Sala to try and convince the 28-year-old to join Cardiff from Ligue 1 club Nantes, for whom had scored 13 goals this season.
The £15million move was only completed little more than 48 hours before Sala's disappearance, with the player returning to France to say farewell to his Nantes team-mates.
"I knew Emiliano personally as I have a connection to him through my agent," Bamba said.
"He came to the club to visit the stadium and training ground and had been talking to the lads to say hello.
"So he was definitely a part of us and we feel like we are missing him.
"I spoke to him in the lead-up to him signing, he asked me about the club, about the dressing room, is he going to fit into the team, what the gaffer is like.
"He asked about the city and obviously I only said good things. He was looking forward to it.
"But it is not just me finding it difficult, even though I had a personal connection to him.
"I don't feel more sad than the other lads, everyone feels sad, the whole club.
"The whole community is sad, the fans never met him, but what they did for him was remarkable, we will never forget that."
Bamba believes the Sala tragedy has brought the squad closer together.
He said on Sky Sports News: "We were a tight dressing room anyway but I think this has made us even tighter, and we came together even more.
"Hopefully that will give us the drive and belief to do well for the remainder of the season. A moment like this is always going to bring the dressing room together."
Guernsey Police's official search for Sala and Lincolnshire pilot Ibbotson was called off on Thursday.
But a private search is now being conducted through funds donated by well-wishers, with an underwater exploration focusing on a 25-square-nautical-mile area of the seabed north of Alderney expected to begin this weekend.
Speaking about the Arsenal defeat, Bamba added on BBC Sport Wales: "Obviously it was very emotional for us after what happened.
"But as professionals we've got a job to do and obviously we wanted to win the game, but it wasn't to be.
"I think we needed something like this game to get under way so we can try and get back to normal. It's been a very difficult week.
"Obviously we wanted to do well for Sala, everyone wanted to play for him and for the club."