Leicester City bosses are working with Uefa and the Spanish authorities to discover the "full facts" behind scuffles involving fans in Madrid.
Supporters were involved in clashes with Spanish police ahead of their Champions League tie against Atletico Madrid on Tuesday and Wednesday.
Social media videos showed injured fans and officers in body armour wielding batons in the city's Plaza Major.
Spanish police said some officers were attacked and arrests were made.
Footage posted online showed officers being targeted with missiles and fans chanting "Gibraltar is ours" in the Plaza Major, where Leicester's fans were told they could congregate.
However, eyewitnesses said some fans, who were with children, were hit with batons during alleged indiscriminate attacks by police on Wednesday afternoon.
On Tuesday night, BBC correspondent Phil Mackie said he witnessed what appeared to be an unprovoked attack on supporters.
A Leicester City spokesman said: "We are working with Uefa and the local authorities to establish the full facts of what took place and the reasons for the police response.
"We will also be liaising with travelling supporters before deciding on any course of action."
Spanish police said eight Leicester fans were arrested on Tuesday for "causing a mess".