Dunedin police are investigating an alleged sexual assault, possibly involving a South African Super 15 rugby player.

Police today said an 18-year-old woman had complained she was sexually assaulted in the city early on Sunday morning.

It was reported on a news website that the allegation centred on a player from the Johannesburg-based Lions, who beat the Highlanders in Dunedin on Saturday night, but police would not confirm that.

"The inquiry is in its infancy and it is not appropriate to release any further details at this time," police said in a statement.

It was understood police today requested video footage from a bar in the central business district.