An eyewitness said Charing Cross underground station "filled with smoke" at about 15:20 BST.
One person has been arrested in relation to the incident, British Transport Police said.
The station was closed for more than half an hour until the smoke cleared.
Allie Elwell, who was in the station at the time, said there were "cops everywhere".
She said: "It was madness. There were fans singing and cheering down the tunnel.
"We turned the corner and could smell smoke. Fans seemed to just ignore it all, still singing and banging on the side of the escalator.
"Soon after, there was announcement on the PA to evacuate due to an emergency. We jumped on one of the last Tubes."
Crystal Palace play Manchester United in the FA Cup final at Wembley later.
The area is now safe and the fire alarms have been reset, with the station reopening just before 16:00
TfL did not say which group of fans were responsible.

Former Manchester City and Liverpool striker Balotelli, 26, protested at his treatment in a social media post.
Plea said: "We heard monkey noises in the warm-up and during the game. A few supporters insulted him the whole game. Balotelli was very, very upset."
Bastia released a statement on Saturday expressing surprise at the allegations.
"Having never noticed nor been informed, either by the referees, the delegates or any member of Nice of any incident of this type, it is with surprise that our club discovered these accusations, which carry considerable harm to the image of our club as a whole," the Bastia statement said.
French governing body Ligue de Football Professionnel (LFP) has announced an investigation into Balotelli's allegations.
The Bastia statement added: "Taking note of the LFP announcement of an inquiry, our club is now at the disposal of the authorities so that all light is shed on this type of behaviour, which is by its nature stupid and unacceptable."
Balotelli has scored 10 goals in 15 games for Nice since joining on a free transfer from Liverpool in August, two years after a £16m move to Anfield.
In 2013 he suffered abuse from Roma fans while playing for AC Milan and threatened to walk off the pitch if he was subjected to it again.

It shows Californians are starting to understand "that we are in the drought of our lives," state water regulator official Felicia Marcus said.
It is the second month in a row the state has exceeded emergency conservation regulation.
California has been dealing with record low water levels for four years.
California Governor Jerry Brown imposed the state's first mandatory water restrictions four months ago, ordering a 25% reduction in all towns and cities.
In June, the state used 27% less water than it used in the same period of 2013, when the drought emergency was first declared.
This saving rose to 31.3% in July, with a cumulative saving for both months of 29.5%, the State Water Resources Control Board reported on Thursday.
Felicia Marcus, who chairs the board, praised the "millions of conscientious Californians" who she described as "the real heroes here".
She said record rain in July had played a role, as well as better enforcement, including warnings and penalties, and messaging by the water agencies.
But, she warned, "this isn't your mother's drought or your grandmother's drought, this is the drought of the century".
Drought monitors say 92% of California is currently in severe drought or worse, down from 94% at the start of the year.
A Tube station was evacuated after football fans heading to Wembley Stadium set off a smoke bomb and fire alarms, Transport for London (TfL) has said.
[NEXT_CONCEPT]
Nice midfielder Alassane Plea has confirmed he heard racist abuse directed at team-mate Mario Balotelli during Friday's 1-1 draw at Bastia.
[NEXT_CONCEPT]
Cities in California cut water use by 31.3% in July, exceeding a state-wide mandate of 25% to combat a record four-year drought there, officials say.