Defeat to Aston Villa is likely to mark the pair's final game in a Brighton shirt.
De Zerbi said, “I think it can be the last game of Alexis and Moises Caicedo.
“I am really sorry because they are two great people and two great players. But the policy of Brighton is like this and we have to accept it.
“I think it's right they can leave, they can change team and they can play in a level higher."
De Zerbi added: “Sincerely I don't know but it can be and we are ready, I think.
“We have to find other big players to play without Alexis and Moises."