The alleged incident took place as Steyn walked off after he had been dismissed in the morning session on Monday.
South Africa completed a seven-wicket victory on day four on Tuesday and clinched the series 2-0.
"We've had a discussion with the on-field umpires and the match referee and they will take this matter up to the next level if they have to," West Indies captain Chris Gayle told reporters.
Tempers also flared on Tuesday when umpires Simon Taufel and Steve Davis had to intervene to keep the peace after West Indies fast bowler Kemar Roach struck Graeme Smith and Jacques Kallis on the helmet.
Gayle said the series had been played in good spirit before the final Test.
"It was brilliant leading up to this Test match but things got out of hand. The series has been a wonderful one, it's just unfortunate that at the end we had a bit of a boil up, Gayle said.
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