The West Brom striker has sparked outrage in France with a celebration gesture in tribute to a comedian friend denounced for anti-Semitism.
The 34-year-old striker was alleged to have performed a gesture recognized as la quenelle in France, regarded by some as a reverse Nazi salute and linked to anti-Semetism, after scoring the first of his two goals.
Despite Anelka clarifying on Twitter that the celebration "was just a special dedication to my comedian friend Dieudonne", an FA spokesperson confirmed the governing body will look into whether the striker has a case to answer.
Dieudonne - real name M'Bala M'Bala - is French comedian who has popularised usage of the gesture in his acts and on the internet. He is a highly controversial figure due to his extreme views, but he has insisted that his trademark salute is not performed to insult Jewish people.
The incident has provoked a furious reaction in France with minister for sport Valerie Fourneyron tweeting: "Anelka's gesture is a shocking provocation, disgusting. There's no place for antisemitism and incitement to hatred on the football field."
WBA boss Keith Downing insisted the significance of Anelka's actions was being blown far out of proportion.
"I'm aware of it but it has got nothing to do what is being said," he told reporters after the match. "It is dedicated to a French comedian he knows very, very well. He uses it in his act and I think speculation can be stopped now, it is absolute rubbish really.
"He [Anelka] is totally unaware of what the problems were or the speculation that has been thrown around, he is totally surprised by it."