Didier Drogba faces police and Football Association investigations after throwing a coin back into the crowd in Chelsea's Carling Cup loss to Burnley.
The Chelsea striker apologised for his actions which followed Wednesday's goal but could still be in trouble.
In a statement on Chelsea's website, Drogba said: "I tried to celebrate the goal and I received some things at me.
"The big mistake I did was to throw it back so if someone was hurt I just want to apologise for it."
There were no reports of any spectators being injured. However, the Metropolitan Police confirmed on Thursday that officers are looking into the incident.
A spokesman said: "An inquiry is being conducted by the Football Unit at Fulham police station. No-one has been arrested."
The incident happened after the Ivory Coast forward put the Blues ahead in the 27th minute of the match, which marked his return from injury.
Drogba, 30, made a single-finger gesture before throwing a coin back into the Burnley section of the crowd.
He said: "This is not something I should show in a football match.
"It was an incident in the heat of the moment and I regret it. It was just a mistake and nothing more."
A Chelsea spokesman said: "We will deal with this in the usual way. We are aware there is an incident. But we will not discuss it further until we have seen the referee's report."
Chelsea boss Luiz Felipe Scolari said: "I have not spoken with Didier about any problem. The referee gave him a yellow card but I did not see what happened."
Burnley manager Owen Coyle said he did not see the incident but the club have said they will investigate the matter.
"Burnley Football Club is proud of the 6,100 supporters who made the trip to Stamford Bridge and offered magnificent vocal backing," the club said in a statement.
"However, the club does not condone any misbehaviour from supporters and we will gladly co-operate with any inquiry into the incident, either from the FA or Chelsea Football Club."
It was part of a miserable night for Premier League leaders Chelsea, who suffered a surprise exit 5-4 on penalties following a 1-1 draw.
The FA may now decide to take action after examining referee Keith Stroud's report.
In 2002, Liverpool defender Jamie Carragher was sent off in an FA Cup tie against Arsenal at Highbury after throwing a coin back into the crowd. He received a mandatory three-match ban.
And Gordon Taylor, the chief executive of the Professional Footballers' Association, said a similar punishment should be handed out to Drogba.
"It's there for all to see, he's done something that's against the rules required of players, and a similar situation resulted in a three-match ban for Carragher," he said.
"So it would be very difficult to avoid an accusation that they (the FA) are inconsistent if they don't follow that line."
Taylor added: "In fairness to the lad, he knows he's done wrong, he apologised immediately after the game, but this happened in the heat of the moment and unfortunately there will be consequences now."
Carragher was also interviewed by police but no further action was taken. However, he was fined by Liverpool and warned about his future conduct.
Meanwhile, former Chelsea forward and current West Ham manager Gianfranco Zola has jumped to the defence of Drogba.
"If he has reacted then maybe he has been insulted and that is bad for football," said Zola.
"The crowd has to respect the players as much as the players have to respect the crowd.
"From what I know of him, he is a fair and honest player who gives everything on the pitch.
"You have to understand we are human beings and when you are playing an important match you can lose your composure when you are under pressure."
Zola added: "It is not easy, you are walking on the edge all the time but the secret is to not give these moments too much importance.
"I have come close to reacting a couple of times, it is not easy to control when you are getting abuse so it is understandable."