Italian football was rocked by fan violence sparked by the shooting of a Lazio supporter by a policeman at the weekend.
Fans of the English champions have received 1,800 applications for the Group F clash in Rome even though they have already qualified for the knockout round.
A United spokesman said: "We are aware of the situation in Italy and will take advice from the Foreign Office, UEFA and the Italian authorities. Obviously the safety of our supporters is the most important issue here."
Many supporters have applied for tickets for the Roma match in the belief it will give them a better chance of getting tickets for the later rounds, but United said fans would not suffer if they did not go to Rome.