The second half of Wednesday's Champions League third qualifying round first leg at Kiev's Olympic Stadium was delayed for over 10 minutes after visiting Danish fans were forced onto the pitch to escape an attack from another group, who were reportedly Dnipro supporters.
The two teams had returned to the pitch to begin the second half but were ushered back to their changing rooms as stadium security attempted to turn back the Ukrainians, who had invaded the away supporters' section of the ground.
After order was restored, the match resumed and finished scoreless.
Copenhagen CEO Anders Horsholt slammed Dnipro and stadium management for the "security error" and a media release from Uefa on Thursday confirmed the governing body will investigate the incident.
"An investigation has been opened against Dnipro Dnipropetrovsk for crowd disturbance and insufficient organisation," a statement read.
Dnipro fans have reportedly claimed the visiting supporters had raised a Russian flag in their section to provoke the locals but a statement on Copenhagen's website denied the allegation.
"The [group of] approximately 30 fans from FCK [Copenhagen] were searched by both FCK's own travelling security people and the local authorities at the entrance to the stadium, where all the banners and flags were checked," the statement read.
"No Russian flags were found of either FCK's or the Ukrainian guards after a thorough search."
The match was held in Kiev due to the conflict in eastern Ukraine, where Dnipropetrovsk is located.