Soccer's global governing body said it was "collecting the different match reports and potential evidence in regards to the matter, including the one from the anti-discrimination match observer who was present at the game as part of FIFA's anti-discrimination monitoring system."
FIFA added that it could not comment further until it had evaluated all the information.
Mexico fans have long shouted an insult that gay rights groups argue is homophobic at keepers taking goal kicks.
The country has been fined several times during World Cup qualifying play over the slurs.
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Mexico's football federation (FMF) has in the past appealed to fans to refrain from using the chant.
(Reporting by Gabrielle Tétrault-Farber; Editing by Cynthia Osterman)
