The Germany international was accused of booting the bottle into the East Stand during Sunday's Premiership match at Old Trafford.
A police spokesman said: "Greater Manchester Police have received one complaint in relation to an allegation that a water bottle was kicked into the crowd during the Manchester United v Arsenal match on Sunday 17 September.
"It is alleged the bottle was kicked from the pitch into the East Stand.
"Officers are investigating the allegation and inquiries are ongoing."
The high-tension match finished 1-0 to Arsenal after a late goal from striker Emmanuel Adebayor.
Earlier, Lehmann was hit in the face from close range by a shot from United winger Cristiano Ronaldo.
He was knocked down and took several minutes to recover, before going on to make a wonderful save from Ole Gunnar Solskjaer late in the game.
Source: Fox Sports
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11/17/09
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