In a statement, a club spokesperson said anti-Semitism and all other racial or religious bigotry was "abhorrent" to the club and "the overwhelming majority" of its fans.
"Any individuals that can't summon the brainpower to comprehend this simple message and are found to have shamed the club by used using anti-Semitic or racist words or actions will face the strongest possible action from the club," the spokesman added.
UEFA is awaiting the referee's report before deciding on whether any action should be taken.
Press Association journalist Matt McGeehan said the chanting could be heard clearly in the stadium.
"It was very early in the match. It was a chant Chelsea supporters have done in the past and references Tottenham supporters using the 'y' word, the anti-Semitic derogatory word about Jewish people. I understand Chelsea are angry from the top to the bottom of the club — the very top actually because owner Roman Abramovich is Jewish," he said.
The club's 'Say No to Anti-Semitism' scheme began in January, and provides one-on-one education courses.