"I only hope that this will not damage the special relationship I have with the Leeds United fans."
The bottle was thrown on to the pitch in the dying minutes of the Carling Cup game against Manchester United and Smith hurled it back, apparently striking a female Leeds fan.
The FA also commented in their statement: "We are awaiting the official reports regarding the incident in which Alan Smith appeared to throw a plastic bottle into the crowd.
"The FA will also request video footage and liase with police who are looking into the matter."