Leicester have complained to the Football Association over "abuse, provocation and intimidation" they say their fans suffered at Millwall.
The Foxes say they received "numerous complaints" and will not accept the safety of their "supporters, players, and staff being compromised".
Lions fans ran onto The Den pitch on Saturday to celebrate the League One side's shock 1-0 victory in the FA Cup.
Millwall said they were "disappointed" the complaint was not made on Saturday.
Mounted police were deployed after the game to keep the home fans away from the Leicester enclosure.
The FA says it intends to speak with the Premier League champions over the issue.