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The incident occurred after the Belgian midfielder was seen to elbow the Manchester City full-back in the face during the first half of Manchester United's 3-0 home defeat on Tuesday.
Fellaini escaped with a booking for that coming together, but replays suggest he spat in the direction of his Argentinian opponent as he lay on the floor immediately afterwards.
The former Everton man's spit did not land on Zabaleta, but the FA confirmed to Perform on Friday that they were "looking into" the incident.
No disciplinary procedures have yet been opened against the 26-year-old, who has made 13 Premier League appearances for United.
Hull City's George Boyd was handed a three-match ban for spitting at Manchester City goalkeeper Joe Hart earlier this month.
