Manager Diego Maradona confronted opposition fans after his Dorados team lost to Atletico San Luis 4-2 in the second leg of the Mexico second-division final.
Dorados of Sinaloa won the first leg 1-0, and saw a 2-0 lead slip away on Sunday after an own-goal.
Maradona used a walkie-talkie while watching the final from the stands because he had been banned from the field during the first leg for arguing.
Local media on Monday published videos of an infuriated Maradona hurling unprintable Mexican and Argentine insults and trying to punch someone apparently while leaving the stadium in the north-central city of San Luis Potosi.
The Mexican soccer federation said Monday that it is investigating Maradona's actions.
The Argentine great took over as coach in September, when Culiacan-based Dorados was at the bottom of the standings with just three points after six rounds.
(For more sports news and updates, follow Ahram Online Sports on Twitter at @AO_Sports and on Facebook at AhramOnlineSports.)