The incident is alleged to have taken place at the Emirates Stadium on Saturday during United's 2-2 draw with the Gunners.
"Our security people are compiling a report on it - the incident was behind us," said Ferguson.
"But I'm sure that Arsenal, with their CCTV cameras, will have picked it up."
Ferguson was unhappy with the refereeing performance of Howard Webb on Saturday, but he said the hostile atmosphere inside the stadium had been a contributing factor.
"It is very difficult for the referee," he said on Saturday.
"On our bench, we were getting terrible abuse from people two or three feet away from us.
"There is a lack of security. It is absolutely disgraceful the abuse you and your staff take. All sorts of things are being shouted and screamed at you and there is an absolute danger here."
But a spokesperson for the Gunners said: "Stadium security is of the highest importance and we feel there is ample stewarding around the dugout area.
"However, the club does recognise that some exchanges which take place can be of an aggressive nature, and there was an incident this afternoon where one supporter was ejected.
"There is also CCTV which monitors the area which our stadium management crew review in detail after games, and if necessary the club will take further action."
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Oh the delicious irony of it all, when you consider how often you see a red face Ferguson on the touchline savaging the ref or 4th official
Does Fergie, or indeed any manager have a leg to stand on when you consider these guys hurl abuse at referees for 90 minutes themselves?