City midfielder Yaya Toure complained of monkey chants against him during the Champions League clash at the Luzhniki Stadium.
The Russian club have denied any racist abuse took place but they will face a disciplinary hearing next week, which will also look at the use of fireworks inside the stadium.
A statement from UEFA read: "Proceedings have been opened against CSKA Moscow for racist behaviour of their fans (article 14 of the UEFA disciplinary regulations) and for setting off of fireworks (article 16) at last night's UEFA Champions League group stage match in Moscow against Manchester City.
"The case will be dealt with by the UEFA Control and Disciplinary Body on 30 October."
Toure spoke to the referee and City officials spoke to UEFA's match delegate after the match at the Arena Khimki, with the club making a written complaint on their return to Manchester.
Toure told Sky Sports: "I told the ref. I think it was unbelievable and very sad. We want to stop that.
"I think UEFA have to do a lot to try to stop it. Maybe close the stadium for a couple of games. As an African player, it is always sad when you hear something like that.
"For me, as captain, I was wearing an armband which said 'no to racism' and I was totally disappointed.
"It's stupid these people. I don't know, it just happens in football. It's unbelievable. They're stupid, they're just stupid. UEFA has to take action to right it otherwise I think they will just continue."
The Kick It Out anti-racism campaign backed Toure's stand.
The campaign group said: "First and foremost the support of Kick It Out is with Yaya and everyone associated with the club.
"He has been brave and proactive not only by speaking out after the game, but by reporting it to the referee too. It was the referee's role to then stop the game which would have dealt with the problem instantly. This was a key failing of last night.
"When abuse is officially logged like this, the offending club should be charged and an automatic partial stadium closure by UEFA can be explored. A second offence could mean a full stadium closure.
"Things are not perfect in this country. But this type of abuse is a depressing throwback and raises questions around the suitability of Russia as World Cup hosts."
So far this season, UEFA has imposed full stadium bans on three clubs - Dinamo Zagreb of Croatia, Legia Warsaw of Poland and Honved of Hungary - for racist behaviour by their supporters while five other clubs have had partial stadium closures.