Evra, 36, was handed a red-card on Thursday when he launched the attack following a heated exchange with a group of Marseille fans on the touchline before kick-off.
Announcing the probe, Marseille said in a statement: "No matter what happens, a professional player must maintain self-control despite provocations and insults, no matter how unjustified they may be."
Evra was confronted by a group of supporters who had managed to get out of an area reserved for around 500 Marseille fans, who had travelled to Portugal for the game.
Stewards at the ground quickly intervened to break up the trouble, with Evra, who was originally listed as a substitute, ordered to return to the dressing room by the referee.
"Pat has experience, and he must not react, it's obvious," said Marseille coach Rudi Garcia whose side lost the game 1-0 and also had Boubacar Kamara sent off three minutes from time. "Patrice is a more than just an experienced player. You can't respond, of course, to insults as bad as they are and as incredible as they might be because they come from one of our supporters. He must learn to keep his cool. That's all I can say."
Garcia, however, blasted the fan who taunted the 81-times capped Evra at the compact Portuguese stadium.
"He's not a supporter of Marseille, because you can't insult your own players, you have to be behind all of us."
The incident immediately brought back memories of another act of kung-fu kick madness by a French footballer.
In January 1995, Eric Cantona, playing for Manchester United, launched a flying kick at a Crystal Palace supporter at Selhurst Park who had jeered him after he had been sent off.
Cantona's assault led to a nine-month ban handed down by the English Football Association.
"Patrice Evra is the first player to be sent off before the start of a match in the history of the Europa League,” tweeted football statisticians Opta.
Evra, also a former Manchester United star, has received heavy criticism for his performances this season and lost his place in the team to on-loan Aston Villa left-back Jordan Amavi.
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