British media reported the Italian was subjected to monkey chants during the English Premier League leader's 2-1 victory in the first leg of their last 32 tie in Portugal on Thursday.
A City representative said on Friday the club had brought the matter to the attention of UEFA officials.
"I heard something," City's Ivorian midfielder Yaya Toure told Sky Sports News. "That's why we like the Premier League because it never happens there... maybe in a different country they don't expect black players."
Manager Roberto Mancini had said after the final whistle that he had not heard anything during the match.
"I didn't hear this because I was concentrating on the game," local media quoted the Italian as saying.
"But I think the players are strong. Mario did very well. He was calm and it is important he contributed.
"He knows these kinds of things can happen every game. This is the reason I spoke to Mario before the game and said you should think only about football."
Racism is a hot topic in English football at present with Liverpool's Luis Suarez having served an eight-match ban for racially abusing Manchester United's Patrice Evra and Chelsea captain John Terry facing criminal charges over alleged comments he made to Queens Park Rangers defender Anton Ferdinand.
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