Norris is due to start sixth on the grid on Sunday but has been summoned by the stewards for not entering the pit lane after a red flag was waved, and crossing the control line after the flag was shown
In one of four red flag breaks, Norris decided to stay out during a red flag during Q2, but was heard asking on his radio if he should come into the pits.
“I didn’t even know I was under investigation, I’ll have to speak to the team,” said Norris speaking to Sky Sports F1.
“It’s a shame we didn’t get that last lap in because we definitely could’ve been two or three spots higher, but it happens.
“It’s just Baku, something always happens which can go wrong, and today didn’t work in our favour.
“P6 is still a decent spot for tomorrow.”
It was also another tricky day for Norris’ team-mate Daniel Ricciardo who crashed out of Q2 after carrying too much speed into the left-handed Turn 3 and will line up only 13th for Sunday’s race.