Footage shows the 36-year-old ex-Manchester United defender aiming an acrobatic kick at a supporter at the side of the pitch during the warm-up.
Substitute Evra was dismissed before kick-off in Portugal, and Marseille started with 11 players.
Uefa's disciplinary body is likely to rule on any further action on Friday.
French newspaper L'Equipe reported that Marseille supporters had been jeering Evra for about half an hour while the players prepared for the game, which the French side lost 1-0 after Paolo Hurtado's late goal.
L'Equipe's reporter said Evra had initially gone over to the fans to talk to them, but the situation had escalated quickly.
"Pat has experience and he must not react, it's obvious," Marseille coach Rudi Garcia said.
"Patrice is a more-than-experienced player. You can't respond to insults, as bad as they are and as incredible as they might be. He must learn to keep his cool."
Evra, who won five Premier League titles and the Champions League during eight years with Manchester United, joined Marseille from Juventus in January but has made only two appearances this season.
The incident evoked memories of Eric Cantona's infamous "kung-fu kick"during Manchester United's game against Crystal Palace at Selhurst Park in January 1995.
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