Lyon edged through to the Champions League's last 16 as goals from Houssem Aouar and star winger Depay completed a second-half fightback, but the achievement was overshadowed by the unsavoury events that followed the final whistle.
An individual crossed the advertising hoarding and unfurled a flag featuring an image of a donkey that read: "Marcelo leave the club".
You can see that Memphis Depay merely tried to grab the fan’s donkey banner & did not attack him. pic.twitter.com/TXvoHNez2t— Get French Football News (@GFFN) December 10, 2019
Depay, the captain, ran over and attempted to rip the banner out of the fan's hands, before he was restrained by team-mate Jason Denayer.
In an emotional post-match interview, he told RMC Sport: "Look at my eyes, what do you see? I am furious, angry. I do not know what to say.
"It was not our best game, but we qualified. The players on the pitch gave everything. We played with our hearts and we qualified.
"It is extremely difficult for us knowing someone on the team has problems with the fans, that he's not supported.
"What do you expect from our team? That we're going to go over and thank them? They say crazy things about someone's family, someone's children. I have no words."
He continued: "Frankly, I have to be a little bit careful. It reminds me of my past. I do not want to be that man any longer. I have matured, I am calmer.
"It has no meaning if we cannot celebrate with the fans after the game. As a team, we trust the player, we trust the fans, but they do not trust the team. It hurts to leave the field like this.
"I ran over to try to remove the banner. Who has time to paint a donkey on a flag? If you have time for that, you really have to do something better with your life.
"If you come to the stadium to support us we appreciate it, but you have to appreciate everyone. They have spat on us, on some staff members, some players. I have never seen anything like this."
Lyon owner Jean-Michel Aulas said he would seek talks with supporters and vowed to "take sanctions".
"I'm focused on the qualification," Aulas added.
"It's a shame some fans wanted to spoil the party. We had a regrettable incident after the match but Memphis showed he is an incredible captain who defends his team-mates."