Security guards removed the person from the stands and asked the supporter to leave the stadium.
"Real Madrid condemns gestures and expressions that incite violence and hatred in sport and in society," the club wrote in a statement.
This is one of a number of situations recently in which Real Madrid has been in focus off the pitch.
In the first meeting, Benfica's Gianluca Prestianni was accused of racism against Real star Vinícius Júnior and was suspended pending an investigation by UEFA.
Real Madrid center back Dean Huijsen then found himself in trouble when he republished a post with condescending content about Asians.
Real Madrid won the match 2–1 and advanced to the round of 16 with a 3–1 aggregate score.
