MILAN, July 24 (Reuters) - Italy's football federation (FIGC) has opened an investigation into alleged racist chanting after AC Milan midfielder Kevin Constant fired a ball into the stands and walked off the pitch in protest during a match on Tuesday.

 The walkout by the French-born Guinean player, during a pre-season tournament match against Sassuolo in the northern city of Reggio Emilia, comes just months after a similar incident involving AC Milan midfielder Kevin-Prince Boateng.

Boateng led the team off the pitch during a friendly in January in protest at racist chanting by the lower division side Pro Patria's home fans.

"The federation's prosecutor has opened an investigation to ascertain the extent of the racist episode which took place yesterday evening...which saw AC Milan player Kevin Constant subjected to chants from some supporters in the stands," FIGC said in a statement on their website .

Constant was replaced during Tuesday's game that AC Milan went on to lose 2-1.

 Milan's CEO Adriano Galliani condemned the abusive fans, but said Constant should not have walked off the pitch.

"The chants are despicable and must be fought," Galliani said according to the state news wire Ansa. "Total solidarity to Constant because it was unspeakable, but I have said it before, he should not have walked off the field."

The club later issued a statement calling for zero tolerance against racism, but also repeated Galliani's call to leave the management of matches, including public safety, to the referees.

"Racism has no alibis, not if those of a distorted mind believe that men should be divided because of the colour of their skin or because of their nationality," the club said in a statement published on its website .

"Despite (Constant's) more than understandable reasons and the anger he must have felt ... the only people responsible for intervening against any manifestations that offend the human dignity, which includes racial discrimination, are the referee in charge of the match," it said.

 The Sassuolo side also condemned any type of racism, hoping that the investigation would pinpoint those responsible. It stressed that the incident was not a reflection of the club's fans, who it says usually behave in a supportive and hospitable manner.

Italy has a serious problem with discrimination in soccer, which shows no sign of being eradicated despite renewed efforts from the authorities.

Both FIFA and European soccer's governing body UEFA have vowed to take a tougher stand on discrimination and have recently approved new measures to combat racism.

Sassuolo are about to begin their first season in Serie A after winning the second tier title.