French midfielder Guendouzi and English forward Greenwood allegedly made provocative gestures toward the Lyon supporters, which was followed by a brawl as Guendouzi left the pitch, following Fenerbahce's 2-1 win last month.
"Our club will present the necessary defences before the relevant UEFA bodies in order to protect the rights and interests of our players and Fenerbahce during this process," the Turkish outfit added in a statement.
Fenerbahce said they are also under scrutiny.
"Everything from that match is still with the disciplinary body," a UEFA spokesperson said.
Fenerbahce progressed to the league phase of the Champions League with a 3-2 aggregate victory.