A banana was thrown from the crowd at Brazil players celebrating a goal from forward Richarlison in the side's 5-1 friendly win over Tunisia in Paris on Tuesday.
Tottenham Hotspur forward Richarlison, who was celebrating scoring Brazil's second goal of the game, said racism will continue "every day and everywhere" if it goes unpunished.
"As long as it's 'blah blah blah' and they don't punish, it will continue like this, happening every day and everywhere. No time bro!" Richarlison said in a Twitter post after the match.
Brazil striker Rodrigo said the side are "accustomed" to dealing with racist incidents and called for the abuse to stop.
"We are accustomed, it always happens with our national team," Rodrigo told Spanish radio station COPE. "It needs to stop."
FIFA announced on Wednesday it would investigate the incident.
It said in a statement: "First and foremost, FIFA strongly rejects any form of racism and violence and has a very clear zero tolerance stance against such behaviour in football.
"FIFA will investigate the incident in yesterday's game in Paris."
The Brazilian football federation also condemned the incident and reinforced its stance to "fight against racism," while the federation's president, Ednaldo Rodrigues, said he was shocked with what happened.
"The punishment for these actions needs to be more severe," Rodrigues said.
The team posed with an anti-racism banner before kick-off, weeks after Vinicius Junior, who plays for Real Madrid, was subjected to racism by Atletico Madrid fans before the teams' derby match on Sept. 18.
"Without our black players, we wouldn't have stars on our shirts," the banner read.
The game was also briefly paused on two occasions as the crowd were implored not to point laser pens at Brazil players.
The win over Tunisia was Brazil's final game ahead of the 2022 World Cup in Qatar, where they will face Serbia, Cameroon and Switzerland in Group G.
Information from The Associated Press was used in this story.