Dalglish wrote in the Sunday Mirror: "There is nothing wrong with Chelsea fans wanting to show their support for Roberto Di Matteo.
"It would be strange if they didn't, really - it was only six months ago he won the Champions League and the FA Cup for them.
"Now the fans have shown their support for Di Matteo, they might want to consider that there are some players who will be affected by the hostile atmosphere in their stadium.
"Because, as a player, it is not pleasant when your manager is getting such a negative response from the crowd.
"The Chelsea players also have to understand they are not being disrespectful to Di Matteo when they play for Rafa.
"They are just being true to themselves because, whatever the fans sing about Rafa, they still want results."