The match was halted in the closing stages after a supporter ran onto the pitch and assaulted Dmitrovic, punching him in the face before being wrestled to the ground by the Serbian.
Players and staff from both teams gathered around Dmitrovic and the pitch invader before stewards intervened and took the invader off the field.
Sevilla lost the knockout stage playoff 2-0 but still advanced to the next round with an aggregate score of 3-2.
UEFA did not release a statement but The Athletic said the governing body confirmed to the website on Friday that a case had been opened following the incident.
Reuters has asked UEFA for comment.
Dmitrovic, who had a red bruise on his neck after the incident, urged UEFA to intervene.
"I have never seen anything like it," Dmitrovic told Movistar Plus after the game. "I'll keep my mouth shut so I don't say what I would really like to do in that moment.
"He wanted to hurt me, it's a shame that something like this happens in football field. UEFA must intervene."
