The bottle had been thrown out of the audience at Emirates Stadium.
England midfielder Alli, 22, was struck near the touchline as Arsenal ready to have a throw-in at the 73rd minute.
The Metropolitan Police says it is dealing with Arsenal to attempt to identify the individual responsible.
Police state no arrests are made, although arsenal have told BBC Sport they are examining CCTV to come across the individual who threw the bottle.
Alli responded with a 2-0 gesture to fans – imitating the scoreline.
“In an alternative nation, maybe they close the stadium for a few matches,” said Spurs manager Mauricio Pochettino.
“It’s lucky it wasn’t a significant problem but I believe people will need to be cautious, and we will need to try and avoid this form of action. A few people behave very bad”
Alli had earlier scored the 2nd goal and Spurs went on to reach the semi-finals using a 2-0 success.
Wednesday’s episode follows a banana skin being pitched towards Arsenal striker Pierre-Emerick Aubameyang at the Premier League match between the sides at precisely the identical venue on 2 December.
The Spurs fan responsible was fined and barred from football for a long time on Tuesday.
BBC Radio 5 live pundit Dion Dublin, who was co-commentating on the game, said:”It’s sad to see. It’s idiotic. Why could you do that?
“It must have had something or water in it to attain Dele Alli. Would you happen to be idiots?
“Only support your team , don’t do ridiculous things like this.”
When asked about the episode after the game, Alli told Sky Sports:”It is exactly what it is. It made the target a bit sweeter and the triumph “
An EFL spokesperson told BBC Sport the matter would be up into the Football Association to investigate, but they’d”assist” if required.