The 22-year-old was hit near the touchline as Arsenal prepared to take a throw-in in the 73rd minute at Emirates Stadium.
He reacted with a 2-0 gesture to fans – referencing the scoreline at the time.
“In a different country, maybe they close the stadium for a few games,” said Spurs manager Mauricio Pochettino.
“It’s lucky it wasn’t a big problem but I think people need to be careful, and we need to try and avoid this type of action. Some people behave very bad.”
Arsenal have told BBC Sport they are examining CCTV to find the person who threw the bottle.
Alli had earlier scored the second goal and Spurs went on to reach the semi-finals with a 2-0 victory.
Wednesday’s incident follows a banana skin being thrown towards Arsenal striker Pierre-Emerick Aubameyang in the Premier League match between the sides at the same venue on 2 December.
The Spurs fan responsible was fined and banned from football for four years on Tuesday.
BBC Radio 5 live pundit Dion Dublin, who was co-commentating on the game, said: “It’s sad to see. It’s mindless. Why would you do that?
“It must have had water or something in it to reach Dele Alli. Why would you risk being idiots?
“Just support your club, don’t do ridiculous things like that.”
When asked about the incident after the game, Alli told Sky Sports: “It is what it is. It made the goal a bit sweeter and the win.”
An EFL spokesperson told BBC Sport the matter would be up to the Football Association to investigate, but they would “assist” if required.
Alli gestures ‘2-0’ to the area of fans from which the bottle was thrown.
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