Clattenburg was accused byChelsea of making comments which are understood to have been interpreted as racist during Sunday's Barclays Premier League game against Manchester United at Stamford Bridge.
Chelsea made an official complaint to the match delegate, whose report today appeared to have been passed to the FA.
A statement from English football's governing body read: "The FA has begun an investigation relating to allegations made following Sunday's fixture at Stamford Bridge between Chelsea and Manchester United (Sunday 28 October 2012).
"The FA will make no further comment at this time."
An FA probe was almost inevitable the moment Chelsea made their allegation against Clattenburg, whovowed to co-operate fully with the authorities.
The referees' union, Prospect, pledged their "full support" to the under-fire official today, saying in a statement: "Prospect is committed to helping to eradicate racism in football and in society generally.
"In the context of that commitment, Prospect is offering full support to Mark Clattenburg in relation to the allegations made against him.
"It is now important that the allegations are fully investigated through the proper process as quickly as possible."
That process looks set to involve Clattenburg, Mikel and Mata all being interviewed by FA compliance officers, who are likely to speak to other potential witnesses.
Those could include other Chelsea and Manchester United players and will almost certainly see Clattenburg's assistants and fourth official asked to provide evidence.
Clattenburg, Michael McDonough, Simon Long and Michael Jones all wore microphones and earpieces yesterday, although their conversations were not recorded.
Former Premier League referee Graham Poll told BBC Radio Five Live: "A referee's microphone is on open. Everything he says is heard by two assistants.
"So if Mark said something, the assistants would have heard it."
He added: "If a comment of a racial nature was made, I think it should be reported and I think assistant referees will report it because there's no place for it."
Technology could yet be used as evidence though if video or audio footage emerges in support of either Clattenburg or his accusers.
It was unclear today whether Mikel or Mata planned to report the matter to the police.
Metropolitan Police commissioner Bernard Hogan Howe said the force had not yet received a complaint about the alleged comments.
He told reporters: "If we hear of any report, we will look into it."
Mikel's agent, Chelsea, and United all refused to comment on the saga today, although it is understood the latter club was unaware whether any of their players heard Clattenburg's alleged language.
Former Premier League referee Jeff Winter, who retired shortly before Clattenburg became a member of the top flight's Select Group, claimed the official was doomed if he was proven to have used "racial insults" towards a player.
Luis Suarez and John Terry received respective eight- and four-match suspensions this year for racially abusing Patrice Evra and Anton Ferdinand.
But Winter, who refereed for over 25 years, felt Clattenburg would be kicked out of the game if found guilty.
"If a match official has used racial insults or language to a player then he's for the high jump," Winter said.
"He won't be getting a four-match or an eight-match ban, it'll probably be the end of his career, but that is if indeed he did say anything."
He added: "I feel it very unlikely that Mark Clattenburg would be allowed to referee until it's dealt with so we certainly don't want this going on for weeks and months."
Winter found it ironic a referee had been accused of using inappropriate language given officials were subjected to abuse from players and fans at almost every match.
He said: "Initially, it is insulting words and I must admit I smiled at that because we watch football matches every week of the year hearing players use insulting words to referees and then somebody takes umbrage when somebody allegedly says something back. But I just hope this can be cleared.
"It's slightly ironic that players dish it out left right and centre and then if - and there is a massive if - something has been said back - and we're not talking about racial here, we're talking about like for like - then I don't think anybody's got a right to complain.
"I'm not saying referees should do it, but there seems to be one law for one set of people and one law for another, but this inference that racial language has been used is very, very serious."
Anti-racism group Kick It Out refused to comment on the unfolding story until the investigation was complete.
The probe could also examine an 'extraordinary incident report' understood to have been filed by Clattenburg.
These are submitted by referees on matters that may require FA intervention.
Clattenburg was stood down from refereeing for a week as well by the PGMO. It was said in a statement from them: "Professional Game Match Officials believe that, with any football match, the focus should not be on the officials but on the players and the game itself.
"Mark Clattenburg is one of the elite referees in world football and, in these circumstances, the intense level of scrutiny would detract from the match and be unfair to the clubs and the supporters of both sides."