Chelsea and the Metropolitan Police are both investigating an incident from Tuesday night.
The Blues played out an entertaining game with Newcastle United in the Carabao Cup.
During the game, which Chelsea won on penalties, a fan ran onto the pitch and confronted Newcastle United goalkeeper Martin Dubravka.
Post-game, Chelsea boss Mauricio Pochettino responded: "I didn't see it. We need to be careful and the fan needs to be careful.
"I don't like this type of thing. I don't agree that this type of thing happens in Stamford Bridge or another stadium.
Always disappointed and hope it doesn't happen again."