The centre-half was a key part of the Saints' success last season under departed manager Mauricio Pochettino and he is due to return to the club on Sunday before the squad leave for a pre-season tour of Belgium.
"I spoke to Dejan twice and he was very clear about his situation," Koeman said.
"I am the new manager I want to keep all the good players - I want to keep Dejan in the team because he is an important player in the team.
"We have to do what the best is for the club. He has a contract, he has to come back this Sunday but I don't know what will happen after this.
"It's football and there is a lot of movement but first of all we like to keep all that information in the club and not in the press. That was not a good thing of his side."
Koeman added: "I wasn't happy with his comments in the press. That is not good for the club, for the rest of the players or for himself and we will speak about whether to fine him or not."
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