Manchester United players including vice-captain Michael Carrick cowered in mock fear as their team bus was pelted with missiles, video footage from inside the coach appears to show.
The incident, during which a police officer and a member of the public suffered minor injuries, happened as the vehicle drove into Upton Park to play West Ham United in their last match at the Boleyn Ground.
Bottles and other items were thrown at the bus and pieces were seen falling from the tinted windows as a crowd of fans gathered outside the east London ground, which has been home to the Hammers for 112 years.
A number of United players, wearing their team suits, are seen - in footage posted online - filming events outside the window as others lie in the aisle while thuds are heard and objects are seen being thrown at the windows.
Among those appearing to have taken to the aisle for refuge are England internationals Carrick and Phil Jones and Belgian player Adnan Januzaj, while Cameron Borthwick-Jackson is seen sitting by the window with his phone.
Many of the players are heard shouting, with one exclaiming "mummy, mummy" in an apparently mocking tone while Jesse Lingard turns the phone towards himself and puts his hand in front of his mouth, appearing to feign shock.
The game, which West Ham won 3-2, was delayed by 45 minutes as a result of the incident, and police said they had an "appropriate policing plan" in place.
Shortly after the incident United captain Wayne Rooney told Sky Sports: "It wasn't nice. The coach got smashed up, but we are here now. I'm sure you'll see the images.
"It's not for me to say, but it was disappointing of course. It's a big night for West Ham, but I'm sure West Ham as a club will be disappointed with what the fans have done."
Before kick-off West Ham co-owner David Sullivan appeared to claim the incident had not taken place.
He told BBC Five Live: "There was no attack on the coach," and added: "If you check the coach there won't be any damage."
He said he was disappointed for supporters who may not be able to stay for the post-match celebrations due to the delayed start time.
United boss Louis van Gaal said the incident was "not so nice".
He told Sky Sports: "It is not the first time I have seen that. It is not so nice. The way we have been received is not the proper way, of course. That makes all the influence on the players and that is a pity."
The Football Association said it "strongly condemns the unsavoury incidents" outside the ground, as well as the throwing of objects from a section of the home support during the game.
In a post on Twitter the FA added: "We will work closely with both clubs and the Metropolitan Police to fully investigate these matters."