Denmark goalkeeper Kasper Schmeichel had the laser shone in his face as England captain Harry Kane stepped up to take an extra-time penalty.
European football’s governing body said it had opened disciplinary proceedings, charging England with the use of a “laser pointer by its supporters.”
UEFA said it disciplinary investigation will also look at “disturbance” caused by England supporters during the national anthem and the lighting of fireworks by its fans.
Broadcaster ITV, which televised the match in the UK, showed footage of a green laser being pointed at Schmeichel’s face.
The English Football Association and the Danish Football Union did not immediately respond to CNN Sport’s request for comment.
Boris Johnson congratulates England team
Meanwhile UK Prime Minister Boris Johnson has sent his congratulations to the England players and the team’s manager Gareth Southgate.
“Well, I thought it was the most extraordinary game, and obviously I don’t think I’ve ever seen an England team play with such creativit, flair, versatility and just keep going like that,” Johnson told reporters on Thursday.
“It was a total nail biter. I don’t know about you, but when we conceded that goal early on and then equalized, and then ran on right the way into extra-time.
“It could have gone wrong at any stage, but it didn’t and it was just euphoric. Absolutely extraordinary. So I congratulate Gareth Southgate and the whole team. I thought they were stunning and obviously, you know, wishing them all the very best for the Sunday.”