Goalkeeper Tim Wiese, who was dropped from the squad for an unspecified spell in January due to poor form, and midfielder Tobias Weis were kicked out of the event by security men, Hoffenheim said.
"Generally we understand that players are entitled to a private life and deserve a break from their professional duties," said general manager Andreas Mueller.
"However, Tobias Weis and Tim Wiese definitely went too far. They have neglected to act as role models and failed to leave a professional impression." Wiese apologised and said the pair would accept the fine.
Last week, Hoffenheim's Peru international Luis Advincula sustained minor injuries in a car crash, putting him out of action for 10 days.
He was the second Hoffenheim player this season to be involved in a car crash after Boris Vukcevic was left in a coma for eight weeks following a severe crash in September.
Hoffenheim, who have 16 points from 21 games, are 16th in the 18-team table and occupy the relegation playoff spot.