Manchester United striker Rooney appeared to have objects thrown at him from a section of home supporters during the first half of Saturday's Premier League match against Palace at Selhurst Park.
Rooney, who penned a new contract with the champions on Friday, went on to score after the interval as United recorded a 2-0 win over Tony Pulis' men.
The FA are now in the process of gathering evidence in relation to the first-half incident.
A spokesman told Perform that the FA were "seeking observations" from Palace and "working with the authorities" to determine precisely what took place.
The governing body are also understood to have had a crowd-control adviser at the game, who will provide a report in addition to referee Michael Oliver.