Prosecutors have opened an investigation into alleged racist chants by Lazio supporters directed at AC Milan midfielders Tiemoue Bakayoko and Franck Kessie last weekend, the Italian Football Federation (FIGC) said on Friday.

Video footage of the incident, which is alleged to have taken place during Milan's 2-0 Serie A win over Lazio at San Siro, is being examined after Milan filed a complaint, the statement added.

"To some Lazio fans and their racist cries towards to me and my brother @franckkessie. We are strong and proud of our skin color. I have my all confidence in our club to identify them," Bakayoko wrote on Instagram.

Milan are level on nine points with leaders AS Roma at the top of the league standings, having made a perfect start to their season. They travel to Juventus on Sunday.

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