City saw Martin Demichelis sent off early in the second half of the first leg of their UEFA Champions League last 16 clash on Tuesday, with Lionel Messi opening the scoring from the resulting penalty.
Dani Alves doubled Barcelona's lead late on, but Pellegrini questioned the impartiality of the Swedish official following the final whistle, and UEFA have now confirmed they are to look into the remarks.
A statement from European football's governing body read: "UEFA has mandated a disciplinary inspector to commence an investigation concerning the press interviews given by the Manchester City FC head coach Manuel Luis Pellegrini to media after the above-mentioned match.
"Based on the outcome of this investigation, a decision will be taken on whether disciplinary proceedings will be opened."
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