Following the 1-1 draw at the Stadio Citta del Tricolore, the on-loan Chelsea forward posted this bulletin on his Twitter account:
He also responded to a question from a follower asked during the game about the monkey noises:
Batshuayi started the match and helped his Dortmund team progress into the last 16 of the competition. The Belgian had netted to give his team a 3-2 lead in the first leg and a 4-3 aggregate scoreline overall.
Speaking to Sky Sport Italia (h/t Football Italia), Atalanta President Antonio Percassi said he was sorry if Batshuayi was the target of invective from the stands.
"I'll be honest, I didn't hear them," he said. "If they did happen, then I am very sad and absolutely apologise to Batshuayi. This should never happen."
Racism has been an ongoing issue in Italian football, with a number of high-profile incidents occurring throughout the course of the campaign.
As relayed by Taiye Taiwo of Goal, earlier this year Atalanta had part of the Stadio Atleti Azzurri d'Italia closed after Napoli defender Kalidou Koulibaly suffered racist abuse; Atalanta use a different facility for their Europa League games due to UEFA regulations.
Also in January, per BBC Sport, Juventus midfielder Blaise Matuidi said he "experienced racism" during a match with Cagliari, although Serie A opted against any punishment as the officials were not aware of any racist language used.
While commenting on a serious issue, Batshuayi did take the time to joke with a fan responding to one of his messages on Thursday evening:
The 24-year-old has enjoyed a tremendous start to life in Germany after his loan switch from Chelsea in January, netting five goals in his first five games for the club.