Russian press reports on Wednesday claimed that some of the Serie A club's players visited the 'Egoist Gold' strip club in the Russian capital following a damaging 1-1 draw with Group E rivals CSKA Moscow.
However,Sabatini told Radio Roma on Thursday: "The players were allowed a couple of hours off. Some came back after two and a half hours, but we're a liberal club."
Roma, who beat CSKA 5-1 in their Group E opener, looked to have done enough to beat the Russians again thanks to Francesco Totti's free kick in the 43rd minute.
But just seconds from the full-time whistle, late substitute Kevin Strootman lost possession in midfield, setting up Vasily Berezutsky to float in a cross which ended up in the visitors' net.
A Roma win coupled with a Bayern Munich victory at Manchester City would have secured the Italian side's qualification for the Champions League knockout phase alongside Bayern for the first time since 2011.
Instead, CSKA's leveller in the earlier Moscow fixture provided the inspiration for City ahead of their stunning 3-2 win over the Germans thanks to a Sergio Aguero treble, including an injury-time winner, at Etihad Stadium.
Sabatini admitted the night's sequence of events had prompted management to loosen up.
"After the result in Manchester the team needed a little distraction and they did so in a spirit of friendship and togetherness," he added.
"We're happy they wanted to do something enjoyable together. I didn't have the official strip on, or else I would have gone myself!"
Marco Borriello, one of the players pictured in the reports, posted a message on Twitter on Thursday which said nothing untoward had occurred.
"It was an evening only for the pleasure of being out together!!! Thankfully, I don't need any kind of club to do other things," Borriello said.
Una serata per il solo piacere di stare col gruppo!!!per fortuna non ho bisogno di locali per fare altro!!!— Marco Borriello (@borriellomarco1) November 27, 2014
Roma still have chances to qualify for the lucrative Champions League last 16 if they beat City at the Olympic Stadium next month. A draw would also be sufficient, as long as CSKA draw away to Bayern.
Thanks to their 1-1 draw at City in September, Roma can also go through with a scoreless draw against City, but only as long as CSKA lose to Bayern.
Any other result would almost certainly see Roma eliminated.