For a smooth variety $Y$ over a perfect field of positive characteristic, the sheaf $D_Y$ of crystalline differential operators on $Y$ (also called the sheaf of $PD$-differential operators) is known to be an Azumaya algebra over $T^*_{Y},$ the cotangent space of the Frobenius twist $Y$ of $Y.$ Thus to a sheaf of modules $M$ over $D_Y$ one can assign a closed subvariety of $T^*_{Y},$ called the $p$-support, namely the support of $M$ seen as a sheaf on $T^*_{Y}.$ We study here the family of $p$-supports assigned to the reductions modulo primes $p$ of a holonomic $mathcal{D}$-module. We prove that the Azumaya algebra of differential operators splits on the regular locus of the $p$-support and that the $p$-support is a Lagrangian subvariety of the cotangent space, for $p$ large enough. The latter was conjectured by Kontsevich. Our approach also provides a new proof of the involutivity of the singular support of a holonomic $mathcal{D}$-module, by reduction modulo $p.$
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