Siena management are furious with coach Marco Giampaolo after his departure last week.
"The Coach said he doesn't want to remain at Siena, he is working to go elsewhere and has asked to terminate the contract," explained President Giovanni Lombardi Stronati.
"His behaviour has been unprofessional, because he contacted our players and asked them to follow him.
"This is breaking the Federation rules and there are elements to begin an official investigation.
"As far as I am concerned, the relationship is compromised.
"Within two or three days we will clarify everything. I don't know where he will go, but it is not surprising that a club like Lazio would be interested in Giampaolo."