Arsenal players will be "spoken to" by club chiefs after images emerged allegedly showing four members of the first team inhaling nitrous oxide.
After seeing the video, an Arsenal spokesperson told BBC Sport that players would be "spoken to and reminded of their responsibilities".
The Sun reported that boxes of "laughing gas" canisters were brought to the players' area of the club and that footage showed Özil, Aubameyang, Guendouzi and Lacazette inhaling the gas.
Henrikh Mkhitaryan and Shkodran Mustafi have also been identified in the video, but neither were seen inhaling the gas, with Mkhitaryan actively refusing to be given a balloon. It is not illegal to possess nitrous oxide but it is illegal to supply it under the 2016 Psychoactive Substances Act.
Nitrous oxide is not illegal in Britain but experts say recreational use can be risky, especially if combined with alcohol.
And the north London club has vowed to question the quarter over the incident.
"Arsenal negotiated another hard task at Old Trafford on Wednesday and Unai Emery's reign continues to gather momentum", he told the Mail.
The Gunners are unbeaten in 20 matches in all competitions and take on Huddersfield in the Premier League on Saturday.