The Gunners manager confronted the Slovenian official on the pitch after the final whistle and criticised him in his post-match comments.
A UEFA spokesman said: "A disciplinary case has been opened for improper conduct."
If the case is proved and Wenger is given a touchline ban, it will be the third time within the space of a year he has been given such a sanction by UEFA.
UEFA's control and disciplinary panel are likely to hear the case on March 29 - and would take into account Wenger's recent past record.
Wenger claimed the referee awarded too many free-kicks to the Italians, who progressed to the quarter-final stage with a 4-3 aggregate win.
He made his thoughts clear on Skomina's performance in his post-match press conference, saying: "I was not happy with the referee tonight because I felt he gave many free-kicks in the middle of the park.
"Every time they went down a free-kick was given for them, and they sensed that very quickly and they used it very well."
UEFA handed Wenger a one-match touchline ban for an on-field rant at Massimo Busacca following his team's last 16 exit to Barcelona last year. The Arsenal boss was fuming at the Swiss referee's decision to send off Robin van Persie.
Wenger was then handed a further two-match touchline suspension in August for violating his Barcelona ban by communicating with the Arsenal bench from the stands during the Gunners' play-off tie against Udinese earlier this season.
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