The prosecutor in the northern town of Busto Arsizio is likely to pursue charges of inciting racial hatred against Pro Patria fans who abused Milan's black players, local media reported.
One 20-year-old fan was cited by police after acknowledging involvement in the chants, and five more have been identified. Police were examining video footage to identify the others involved.
After repeated chants directed his way during Thursday's game, Ghana midfielder Kevin-Prince Boateng kicked the ball in anger at a section of the crowd, took off his shirt and walked off the pitch with the rest of the Milan team.
Other Milan players Urby Emanuelson, Sulley Muntari and M'Baye Niang were also targeted by the chants.
The Italian football federation announced its own inquiry Thursday, while Milan president and former Italian Premier Silvio Berlusconi said his club wouldn't hesitate to walk off the pitch again in similar circumstances.
"I can assure you that in any match, even international ones, where episodes like this occur, Milan will leave the pitch," Berlusconi said. "These uncivil episodes, these whistles and denigrating chants occur ever more frequently and they offend football and all of sport."
Former France international Lilian Thuram, who played in Italy with Parma and Juventus, noted that it was "the first time a big club took responsibility to make such a decisive step" by walking off.
"Indifference prevails in the majority of cases," Thuram told the Gazzetta dello Sport. "Teammates tend to lower their eyes and look elsewhere, underestimating the suffering of the players of colour who are targeted.
"That's why I applaud the sensibility of a great player like (Milan captain) Massimo Ambrosini," Thuram added. "He took responsibility which gives a huge amount of help to the fight against racism."
Patrick Vieira, another former France international who played in Italy, was also supportive.
"It was brave of Kevin Prince Boateng to do what he did today, and it was the right thing," Vieira tweeted. "We need to stand up and stand together. Well done."
Meanwhile, Pro Patria president Pietro Vavassori announced that he would open the club's stadium to "all people of colour" at its next match, inviting them to sit in the tribune of honour.
"Our hope is that the other Lega Pro (third and fourth division) presidents also support this initiative," Vavassori said. "The people who made those chants are not regular fans, but rather people who came to the stadium with the intention of ruining a festive match."
Vavassori added that Boateng's reaction was "understandable."
The international players' union, FIFPro, also voiced its support for Milan's stance.
"FIFPro is not encouraging other players to directly walk off the field when they are racially abused," said Tony Higgins, the association's spokesman on anti-racism. "But the world of football has to realize that this abusive behaviour must stop. Racism has no place in society or football. The players of Milan sent a clear message: if racism does not stop, then football will."