Photographs showed that a section of the roof on one side of the 17,000-capacity AFAS Stadium fell on to seating below.
AZ Alkmaar were not playing at the time and nobody was injured.
The Dutch Eredivisie club's general manager Robert Eenhorn said at a news conference: "This surprised us all. We are very shocked but especially happy that there was no human suffering.
"In the coming days we will conduct a study with experts in this field. Only when that investigation has been done can we elaborate on the matter. It is much too early for that now."
The stadium was officially opened for a friendly against Arsenal in August 2006.
The club's next home game is a Europa League third-round qualifier against Ukraine's FC Mariupol on Thursday.
But Eenhorn was not able to confirm if the match would proceed as planned.
He said: "No matches will be played in the stadium if the situation is not safe."