Brazilian midfielder Taison was sent off after reacting to the alleged racist abuse in the 1-0 home win by Shakhtar Donetsk against Dynamo Kyiv.
The 31-year-old Taison made a gesture to the Dynamo fans and kicked them before the referee took the players off in 77 minutes.
When they returned five minutes later, Taison was shown a red card.
Shakhtar said that both Taison and Brazilian compatriot Dentinho were targeted and the Dynamo fans were warned twice.
Video on social media shows both Brazilians in tears.
In a statement after the game, Dynamo said they would cooperate in any investigation into the incident.
"It's terrible when this happens in football," said Shakhtar midfielder Marcos Antonio after the game in the Ukrainian Premier League. "The game needs real fans instead of the people who come into the stadium and behave that way without respecting the athletes.
"We have to work on it, because such episodes have upset us all, Dentinho, Taison, the others are feeling terrible right now."
Teammate and goalkeeper Andriy Pyatov added: "Everyone is shocked by what happened in the stands today, I saw this for the first time, I never thought people could behave like that, it does not. " Flatter everyone.
"We discussed the accident with the dynamo players in the player tunnel, and they also have representatives of other nationalities on the team, which I saw." [Dynamo player Gerson] Rodrigues was also shocked because, as it turned out, he was also worried. The referee had said he would stop the game if that happened again. "
Shakhtar manager Luis Castro said: "I would absolutely support anyone who suffers from racism and all who suffered today.
"Any manifestations of racism are totally unacceptable, it was, is and will be a shame for all, and we have to fight it together – every day, every minute and every second."
In a statement from the club, Shakhtar said that they are "categorically opposed to any manifestations and forms of racism, racial discrimination, xenophobia and related intolerance".
Shakhtar added, "There can be no justification for those who insult other people because of their skin color, their religious or political beliefs, and this type of behavior is unacceptable in civilized countries and football leagues.
"Such humiliating accidents are causing pain and disappointment for FC Shakhtar's big football family, we condemn this behavior of the public, we will always give support and protect our players, we urge the football authorities and clubs to stop racism." the stadiums. "
In one Tweet After the game Dynamo wrote "#NoToRacism".
"We believe that allegations of predefined guilt from the fans are premature if the investigation into the circumstances of this case has not started," said Dynamo.
"We look forward to the start of the investigation, are ready to fully support it and, if we prove guilty, will take all possible steps to further isolate these individuals not only from football but also from society.
"We look forward to publishing photos and videos that could shed light on all the circumstances of the incident."
Brescia's Mario Balotelli threw the ball into the crowd last week in Serie A and threatened to leave the field after being abused in a 2-1 defeat in Verona.