Video footage posted on social media showed 19-year-old Jordan Larsson being confronted by a group of hooded Helsingborg supporters at the end of the match and having his shirt ripped off.
The forward had earlier scored to put his side ahead against Halmstad, but two late goals condemned Helsingborg to defeat and relegation.
Fans were also seen trying to confront former Celtic, Barcelona and Manchester United striker Larsson, who has been in charge at his hometown club, with whom he had two spells as a player, since 2015.
"I understand their frustration," Henrik Larsson said in the Swedish press.
"That's why I went over there too. It was not the smartest thing for me to do.
"I did not see that they were attacking Jordan, but if I had I would have gone in there."
The 45-year-old, who reportedly said he intends to stay on as coach, said he would send his son on holiday.
He added: "I live and work here in town. I will look over my shoulder a little more and make sure not to walk alone in town.
"If they (hooligans) come, they come. We have many dogs at home."
