De Bruyne saw the objects thrown at him as he made his way around the pitch towards the Man City bench after being substituted in the 87th minute.
The Belgium international had earlier given the visitors the lead and also laid on an assist for Erling Haaland as Pep Guardiola's side claimed a 3-1 win to usurp Arsenal at the top of the Premier League table.
Referee Anthony Taylor mentioned the incident in his match report which has prompted the FA to investigate.
It was an eventful night for De Bruyne, who also clashed with Arsenal manager Mikel Arteta during the game.
Meanwhile, Arsenal have condemned those responsible for hurling objects at De Bruyne and intend to punish any culprits found culpable.
"We are studying CCTV and if we are able to identify the culprits they will be subject to strict sanctions," a widely released statement by Arsenal on Thursday read.
"This is unacceptable and will not be tolerated."
