A section of the Championship side's fans, who have a violent reputation, started fighting each other as frustrations boiled over during the FA Cup semifinal defeat to Wigan.
With tensions increasing inside the Lions' support following Wigan's opener from Shaun Maloney in the first half, frustrations boiled over as Millwall's improved second-half display was thwarted by Callum McManaman's goal on a counterattack with 12 minutes remaining.
TV pictures showed fights breaking up between fellow fans as families and older members of the support attempted to avoid the violence - and the MET police has since confirmed that 10 arrests have been made.
Alex Horne, the FA's general secretary, said in a statement: "The Metropolitan Police and The FA are this evening investigating scenes of sporadic violence and disorder in the Millwall end at today's FA Cup semifinal.
"The FA and Wembley Stadium will work with police and representatives of Millwall to review all events.
"We will look to ensure those involved are identified and we would call for criminal charges and a football banning order to be brought against them.
"The FA deplore the scenes which have taken place, which are unacceptable. Everything will be done to take action against those involved."
Following the game, Millwall boss Kenny Jackett was reluctant to respond to the news until he had been made aware of "all of the facts." Wigan chairman Dave Whelan expressed bewilderment at fans fighting fellow fans.