Marcel Schmelzer's late goal in last Thursday's 1-1 second-leg draw earned Dortmund a 4-3 aggregate victory, but the result was overshadowed Batshuayi's accusations of racism against Atalanta fans.
On-loan Chelsea striker Batshuayi tweeted after the game: "2018 and still racists monkey noises in the stands…really?! Hope you have fun watching the rest of the Europa League on TV while we are through. #SayNoToRacism #GoWatchBlackPanther".
When asked by Sky Sport Italia about the claims, Atalanta president Antonio Percassi said he had not heard anything.
"I'll be honest, I didn't hear them," he said. "If they did happen, then I am very sad and absolutely apologise to Batshuayi. This should never happen."
Atalanta and Dortmund have both also been charged over supporters setting off fireworks and throwing objects during Thursday's tie, with UEFA's Control, Ethics and Disciplinary Body set to deal with the cases on March 22.