"I danced like a monkey because they treated me like a monkey," said the 24-year-old Cameroon international, who is widely expected to be named African Player of the Year for the second season in succession next week.
Eto'o, who notched his 17th goal of the season, was greeted by monkey chants when he touched the ball at the Romareda stadium and peanuts were thrown on to the pitch after he scored.
Referee Fernando Carmona Mendez did not mention the incidents in his match report, commenting only that the behaviour of the crowd was "normal".
Several clubs have been fined for the racist behaviour of their fans this season but the Spanish Football Federation has not taken any action unless the incidents have been reported by the referee.
