The Senegal international was questioned by police in the wake of Rovers' 3-0 defeat on Merseyside after allegations he verbally abused a ball-boy.
But former Liverpool player Diouf insists he did nothing wrong and that he was a target of racist insults from Everton supporters.
He told Radio Monte Carlo: "The ball went out and I wanted to take the throw in quickly. The ball-boy threw the ball at me like a bone to a dog.
"The assistant referee told me he saw it but we had to continue and we would look at it at half-time.
"What's more, people threw bananas at me. The fourth official said he would make a report to the police.
"I didn't say anything so that people couldn't say, 'it's El Hadji Diouf again'. I've had problems before but never like on Sunday."
Diouf, who has been criticised in the past following spitting allegations during his time with Liverpool and Bolton, is adamant that he did not exchange words with the ball-boy.
He added: "I didn't even speak to him. I just told the assistant ref that the ball-boy should respect the players. And after that I left. But people in the stands said I aimed racist words to the kid.
"The police interrogated me for three minutes. I don't want the matter to rest there. For a kid to say things like that is unacceptable.
"I've had other problems, of spitting or fighting on the pitch but not of racism.
"I don't have just black friends. I have a very good understanding with Gael Givet here at Blackburn for example. All this is not El Hadji Diouf. I did nothing.
"People have a habit of sticking labels on me like three years ago when I was at Bolton.
"They had said I had spat on a small child during a game against Middlesbrough. But it was never proved and I was cleared.
"I understand that they don't love me at Everton. But to say that I aimed racist words to a child means anything goes.
"The referee pointed it out to the police after the game. People do anything to earn money on the back of the players."
Everton chairman Bill Kenwright said in the Daily Mail: "Everton FC abhors anything to do with racism.
"We have worked diligently and tirelessly to eradicate this blight, not only on the game but on society. Consequently, I am saddened by this whole episode."