Media reports said Spurs striker Jermain Defoe, winger Aaron Lennon and second-half substitute Andros Townsend were the target of monkey chants from the Italian team's fans on Thursday although manager Andre Villas-Boas said he did not hear anything.
European football's governing body UEFA said its control and disciplinary body would deal with the case on October 18.
The match was played at White Hart Lane in front of UEFA president Michel Platini.
"UEFA is very active over this kind of situation and our overall objective is to kick racism out of football," Villas-Boas told reporters. "[But] I can't point the finger at anyone in any way shape or form because I didn't hear anything.
"It's for the authorities to follow up in any kind of investigation."
Lazio have struggled with a right-wing element among their fans for some time.
Elsewhere, Tottenham's London rivals Chelsea have notified police after midfielder John Obi Mikel was abused on Twitter following the 2-2 draw with Juventus in the Champions League on Wednesday.
"We've been made aware of racist tweets targeted at Mikel which are totally unacceptable, disgusting and abhorrent," a Chelsea statement read.
"We've informed the police and support taking the strongest possible action."
Chelsea said Nigeria international Mikel had already shut down his Twitter account before the remarks were published and denied he had done so because of receiving abuse over his mistake which led to the late equaliser by Juventus.
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