"The green-whites (of Sporting) have demanded the match to be played again or alternatively to receive the bonus for a draw," Schalke said in a statement on Thursday.
"Schalke 04 have been asked by UEFA for their position on the matter and will submit this shortly while taking into consideration the protection of the club's own interests."
Eric-Maxim Choupo-Moting converted the penalty, awarded deep in stoppage time for what Russian referee Sergei Karasev said was a handball by Sporting's Jonathan Silva.
TV replays showed the player made contact with his head rather than his arm. The Portuguese had earlier come from two goals down to level 3-3.
The late victory lifted Schalke to second in Group G on five points with Sporting on one.
(Reporting by Karolos Grohmann, editing by Alan Baldwin)
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