The incident occurred during Wednesday's 1-1 Premier League draw between Palace and Newcastle United at Selhurst Park.
As Newcastle celebrated Papiss Cisse's opener in front of the home end, an object from the crowd struck Coloccini in the face.
Newcastle boss John Carver was left furious, claiming Coloccini could have been blinded, while Palace manager Alan Pardew said it was out of character for a usually well-behaved bunch of supporters.
When contacted by Perform, the FA said it had been in touch with Palace about the matter to try and identify the culprit, but that it was unlikely the club would be charged.
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