Coleman, 27, is said to have suffered minor injuries after members of the public broke into the changing room.
Nottinghamshire Police are investigating the incident which occurred after the day's last race.
Two men and one woman were arrested on suspicion of assault and damage, and another woman for obstructing police.
Meanwhile, a Southwell stewards' report stated that Irishman Coleman, fellow jockeys Adam Pogson and Tom Scudamore, and officials had been interviewed. The information gathered will be forwarded to the British Horseracing Authority.
Coleman told the Racing Post: "Two of them burst into the changing room and when they were asked to leave it all kicked off.
"I think they had drunk that much they didn't know what they were doing."
Coleman, who has won 54 races in Britain this season, partnered Mon Mome in the Grand National on three occasions, but passed up the ride in 2009 when the 100-1 outsider won the race.
He is due to ride at Chepstow on Wednesday.
Police said four people were arrested after an altercation at Southwell racecourse in which jump jockey Aidan Coleman was allegedly punched.