A spokesperson for Wembley Stadium said in a statement: “Entering Wembley Stadium without a ticket is a serious offence and we are investigating these allegations.
“If they are substantiated, we will refer our evidence to the police.”
Oasis’ run of concerts at Wembley between 25 July and 3 August was the first time Liam and Noel Gallagher appeared together on stage at the London venue since July 12 2009, when they performed during the Dig Out Your Soul tour.
The band are playing at Edinburgh’s Murrayfield Stadium this weekend, followed by Dublin’s Croke Park.
The group will head to Japan, South Korea, South America, Australia and North America later in the year.
Oasis announced their reunion tour in August last year, 16 years after their dramatic split in 2009, which saw Noel quit following a backstage brawl at the Rock en Seine festival in Paris.