And the Tottenham star responded immediately by goading the Gunners supporters.
Alli had excelled in a Spurs shirt at the Emirates as the away side romped into a 2-0 lead.
He scored their second with an expert flick over goalkeeper Petr Cech.
**PREDICT FIVE RESULTS AND WIN £25,000 – FREE TO PLAY HERE**
Arsenal were seeking a way back into the game when, with around 17 minutes remaining, the ball went out of play.
Alli was close to the sidelines when an object appeared to hit him on the head.
The England international looked around and was goaded by fans.
He then reacted by showing two fingers and a clinched fist at the supporters – signalling the 2-0 scoreline.
He was then inspected by the referee before play continued.
After the game, Alli said: “It is what it is.
“It made the goal a bit sweeter and the win.”
Dion Dublin was watching the action for the BBC and condemned the fan who threw the bottle.
“It’s sad to see. It’s mindless,” he said.
“Why would you do that? It must have had water or something in it to reach Dele Alli.
“Why would you risk being idiots?
“Just support your club, don’t do ridiculous things like that.
“Let’s not give it any more time discussing it.”
Arsenal have confirmed they are examining CCTV to find the person who threw the water bottle.
Alli added: “We knew how important it was today, a big test. It was a strong performance in the end.
“Son is a passionate guy and brings his character out on the pitch. He’s one of the fastest players I’ve seen, I didn’t have a doubt he would finish.
“When I went through for my goal I knew I had to time my run and keep my composure.”
Spurs won the clash 2-0 and will now face Chelsea in the two-legged semi-final.
The first leg will will be played on January 7, with the reverse on January 21.