Guinea international Kevin Constant and Dutch midfielder Nigel de Jong picked up two bananas thrown onto the pitch by Atalanta fans, while Milan players sarcastically applauded the home support.
However, there have been suggestions that as well as the bananas, a knife was thrown on to the pitch. Television footage from the incident appears to show a knife sticking out of the pitch just before De Jong picks up the banana.
Supporters were warned the game would be suspended if there was a repeat.
“Whoever threw the banana on the pitch deserves to have a coconut thrown back at them,” Atalanta boss Stefano Colantuono told Gazzetta dello Sport.
“They’ve ruined what was a great afternoon.”
Milan boss Clarence Seedorf said: “I hope they find the culprit and do what they have to do.”
Constant was on the receiving end of racist abuse during a pre-season tournament match against fellow Serie A side Sassuolo in July.
On that occasion, the 27-year-old kicked the ball into the crowd and walked off the pitch. He was fined 3,000 euros, with Sassuolo fined 10 times that amount.
Two weeks ago, Barcelona defender Dani Alves picked up and ate a banana thrown at him by a Villarreal fan.
Footballers showed their support for the Brazilian by posting pictures online of themselves eating bananas. Those videos went viral though clearly, it will take much more than an internet meme to penetrate the thick skulls of the hardcore racists.