Clubs are ruled by 'strict liability' when competing in European competitions but not domestically.
Conroy thinks such a rule would help prevent problems like those at this week's Edinburgh derby at Tynecastle.
"If there's repeat offenders, do you start banning supporters, do you have empty stands?" he told 'BBC Scotland'.
"It is up to the clubs to stop them. It is their liability and it's up to the other fans to be policing people among them.
"There has to be some kind of sanction to stop people doing this and if it falls on the clubs and they've got the threat of empty stadiums or revenue being taken off them then maybe that'll make people think more forcibly about it."
Five people have been arrested following Wednesday's game, where Hibs head coach Neil Lennon was struck by a coin, Hearts goalkeeper Zdenek Zlamal claims he was punched by a fan and both assistant referees were struck by missiles.