Le Tissier, who made 446 league appearances for the Saints after joining them as a trainee in 1985, spoke out as investigations into historic child sex abuse in English football continued on Tuesday.
The 48-year-old later Tweeted to say he "never felt like I’ve been abused" but did say the incident had left him feeling "uncomfortable".
For the record. Ive never felt like ive been abused. Still dont. Please dont feel sorry for me, im all good just stated what happened— Matt Le Tissier (@mattletiss7) December 6, 2016
Of the massage incident, he told the BBC: "Everyone was kind of naked and getting thrown on this bed... and a very quick massage - it was uncomfortable.. It's very, very wrong for a start - looking back on it, you think it's wrong but as a young boy you thought 'is this normal'?
"It's pretty disgusting. What went on is not normal behaviour. When you hear the stories of naked soapy massages, hairy bum competitions... you look back at it now and think 'hang on, what was going on?'.
"Obviously boys talk at that age, they take the Mickey, it kind of gets covered up as a bit of banter at that stage. But as you grow into an adult, you look at it and think 'that's not right'.
"I would like to think the bravery of the boys that have come out [as part of the ongoing investigations] will encourage everyone else who experienced those kind of things."
Earlier on Tuesday, the Football Association announced their review into child sex abuse will now be led by Clive Sheldon QC following a broadening of its scope.
When the inquiry was first commissioned last month, Kate Gallafent QC was appointed to lead it, but she has been replaced by Sheldon, who has experience in child protection and safeguarding matters.
A helpline set up in light of the scandal by the National Society for the Prevention of Cruelty to Children (NSPCC) received more than 860 calls in its first week of operation.