Senegal's World Cup qualification was completed by Sadio Mane's winning shootout penalty, with Liverpool teammate Mohamed Salah among those who did not play for Egypt.
Several visiting players were targeted by green laser pointers throughout the shootout, including Egypt captain Salah.
The Egypt team bus was also allegedly targeted, resulting in casualties.
The Egyptian Football Association [EFA] said in a statement that it had filed a formal complaint against its Senegalese counterpart before to the event, and that it had informed Fifa, the Confederation of African Football [CAF], the match observer, and the security official.
The Egyptian team was subjected to racism after the appearance of offensive banners in the stands aimed at the players, specifically Mohamed Salah," the statement added.
"Moreover the Senegalese fans terrorised the Egyptian players by throwing bottles and stones at them during the warm-up, as well as attacking the Egyptian team bus, which caused glass shattering and some injuries, which was documented with pictures and videos attached to the complaint.
The EFA shared images of the damage to the team bus on Instagram, along with images of the offensive banner directed at Salah.
Dakar's new 50,000-seater Stade Me Abdoulaye Wade was filled to capacity as Senegal beat Egypt 1-0 to make the score 1-1 on aggregate after extra-time in the World Cup play-off match.
The Africa Cup of Nations champions once again got the better of Egypt in a shootout, six weeks on from their triumph in the Afcon final, winning 3-1 on penalties to secure a place at the Qatar tournament in November.
As Liverpool forward Salah stepped up to take his penalty, green lasers could be seen shining on his face before he fired his effort over the crossbar.
At full-time, the 29-year-old had to be escorted down the tunnel by security personnel as supporters threw objects from above.
Fifa's disciplinary body is analysing reports from the game before deciding on any next steps to be taken.
President of the Senegalese Federation, Augustin Senghor - who is also the vice-president of CAF - said he would await official reports on the incidents.
"From the stands, I didn't pay attention to the projectiles thrown," Senghor said. "About the lasers, if it happened this is a first in Senegal. But we know that in Cairo there were a lot of these and [they are used] often in specific countries. Senegal isn't used to that."
He added: "In my opinion, I didn't see during this game something that could be considered as chauvinism because the Senegalese are known to be very welcoming.
