Wednesday goalkeeper Chris Kirkland was hit in the face by a Leeds supporter following the away side's equaliser in the 1-1 draw, while chairs and bottles are alleged to have been thrown from the visiting end.
Home fans are thought to have sung songs about two Leeds fans who died in Turkey in 2000.
"During tonight's match, Sheffield Wednesday versus Leeds United, at Hillsborough incidents occurred where it is believed seats and bottles were thrown inside the ground," said South Yorkshire Police's chief superintendent Jason Harwin in a statement.
"We are also aware of an incident whereby the Sheffield Wednesday goalkeeper has been assaulted by an individual who ran onto the pitch.
"Such incidents are not acceptable and won't be tolerated. We will be working with both clubs to identify and quickly bring to justice the persons responsible."
Leeds released a statement after the match condemning the attack on Kirkland.