The Daily Mail says Puncheon and Barry Bannan went to the event following the club's FA Cup third-round win at Dover Athletic.
Witnesses report that a highly-agitated Puncheon had to be restrained by Bannan after being taunted by football fans as he left the venue following Gary Anderson's victory.
Puncheon was said to have been eager to confront his hecklers head-on but he was sensibly bundled into a car by Bannan and other friends.
A PDC darts spokesman said: "The two Palace players had paid for VIP seats and they left the venue without incident."
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