The FA is investigating after a video was published showing England fans in Russia singing antisemitic songs and giving Nazi salutes.
The video shows a group of men in a pub in Volgograd and one of them sings: "Spurs are on their way to Auschwitz, Sieg Heil! Hitler’s going to gas them again".
He also calls Tottenham Hotspurs FC "the yids from White Hart Lane".
The city hosted England's opening World Cup match against Tunisia on Monday. Nazi gestures and symbols are illegal in Russia.
The FA said it was working with police to identify those involved so they could "take appropriate action".
The FA said: "We strongly condemn the actions of the people in this video...
"We are working with the relevant authorities, including the UK Police investigations team, who are making enquiries to identify the individuals involved and take appropriate action," the spokesperson added.
"The disgraceful conduct of the individuals in this video does not represent the values of the majority of English football fans supporting the team in Russia."
Board of Deputies Vice President Amanda Bowman said: “It is right that the FA is investigating these awful incidents.
"This sort of behaviour embarrasses our country and lets the side down at a time when we should be focused on supporting England and enjoying the World Cup.”
The Community Security Trust tweeted to condemn the "appalling" behaviour captured on film.
CST condemns appalling antisemitic & Nazi chanting by #England fans in Russia and has been in contact with @FA today to discuss the investigation https://t.co/HYeSrBWiR3 pic.twitter.com/CdRW9p0Ytu
— CST (@CST_UK) June 21, 2018
Oleg Petrov, the pub's director, told Russian website V1.ru the men in the video "drank vodka with beer and didn’t eat anything, making four or more tours between the establishments...
"As a result, inebriated fans started to sing their songs, but they only did it in their own groups and didn’t involve any of the Russian supporters or the staff."