"The atmosphere at the stadium was spoiled by the behavior of a group of people, who chanted political slogans and calls for violence," an official statement on the club's website read (www.fclm.ru).
"Lokomotiv Moscow are deeply sorry concerning what has happened. We completely adhere to UEFA's zero tolerance towards all forms of discrimination.
"We would like to say sorry to the players and fans of Skenderbeu for what happened at our stadium."
According to the TASS news agency, UEFA could open a disciplinary hearing against Lokomotiv next week.
The reigning Russian Cup champions said they would punish those who were involved in the incident.
"We will give assurances that those responsible will be punished in accordance with the legislation of the Russian Federation.
We will take all measures to ensure that such behavior does not take place in the stands of our stadium."
After two matches, Lokomotiv currently lead Group H with six points. Sporting Lisbon and Besiktas are also in their group.
Rarely a week goes by without some form of racism or discrimination at Russian clubs who have been regularly penalized by UEFA for the actions of their fans.