The Metropolitan Police are to investigate an incident in which Didier Drogba threw what appeared to be a coin back into the crowd during Chelsea's Carling Cup defeat by Burnley at Stamford Bridge last night.

The Chelsea striker, who apologised for his behaviour immediately after the match, threw an object back into the section of Burnley supporters behind the goal moments after he had given his team the lead. Drogba was also seen to gesture to the Burnley fans in the Shed End — an action for which he was booked.

"I can confirm we are investigating the incident," a police spokesman said. "An inquiry is being conducted by the Football Unit at Fulham police station. No one has been arrested."

Drogba's apology is unlikely to prevent the FA from taking action. In 2002, Jamie Carragher, the Liverpool defender, was sent off in an FA Cup tie against Arsenal at Highbury after throwing a coin back into the crowd. He received a three-match ban.

"I tried to celebrate the goal and I received some things at me," Drogba said. "The big mistake I did was to throw it back so if someone was hurt I just want to apologise for it. This is not something I should show in a football match and I want to apologise. It was an incident in the heat of the moment and I regret it. It was just a mistake and nothing more.”

A Chelsea spokesman said: “We will deal with this in the usual way. We are aware there is an incident. But we will not discuss it further until we have seen the referee’s report.”

It was a dismal end to a calamitous night for the Barclays Premier League leaders, who lost the tie 5-4 on penalties. The teams were tied 1-1 after extra-time. Brian Jensen, the Burnley goalkeeper, saved Chelsea’s first penalty in sudden death from John Obi Mikel to send his side through to the quarter-finals.

Drogba’s first goal of the season, after 27 minutes, had looked as if it would be enough to send Chelsea through to the last eight until Burnley struck back after 69 minutes through Ade Akinbiyi, a substitute. Not since a League Cup tie against Ipswich Town in 1998 have Chelsea prevailed on penalties. The club have lost in their past five shoot-outs.