The Sweden international was celebrating with his team-mates after Bruno Fernandes scored a controversial penalty at Wembley to level the scores.
Ilkay Gundogan scored after 13 seconds to give City the lead but United hit back, after Jack Grealish was adjudged to have handled the ball in the penalty area.
The United players celebrated in front of the City end and something was thrown from the crowd, with replays showing that it appeared to be a lighter, and it hit Lindelof in the face, just under his left eye.
The defender appears to have escaped serious injury as he continued to play for Erik ten Hag's side ahead of the break in play for half-time.
United, of course, are attempting to stop City from winning the treble.
Pep Guardiola's side have already won the Premier League and are set to play Inter in the Champions League final next weekend, after today's FA Cup final.
United, of course, are the only club to win the three trophies in one season, doing so in 1999 under the management of Sir Alex Ferguson.