A laser shone in Denmark keeper Kasper Schmeichel’s face before he saved Harry Kane’s penalty in extra-time.
The England striker scored from the rebound to help the Three Lions to a 2-1 victory and they now face Italy in Sunday’s final.
The Metropolitan police said on Thursday evening that the incident was still being dealt with by Uefa and was not yet a police matter.
Uefa has charged England over the incident.
It comes as a Home Office minister said she understood police were looking into it, describing the incident as “appalling”.
Speaking in the House of Lords, Baroness Williams of Trafford told peers: “Lord Thomas of Gresford mentioned about the incident with the laser pen.
“It was an appalling incident and I have already asked about this.
“I understand the police are investigating it.”
