Shane Warne has said he has been cleared of the alleged assault of a woman at a private nightclub in London's Mayfair on Saturday morning.

The 48-year-old Australian cricket legend posted a message on Twitter following media reports that he was being questioned for an alleged assault of porn star Valerie Fox after the 30-year-old filed a complaint following an alleged altercation between the pair at Lou Lou's nightclub.

"I was shocked to read the media stories circulating earlier today concerning a false allegation of assault," Warne posted in a statement.

"I have fully co-operated with the police, and they have now had the opportunity of seeing CCTV and speaking to witnesses.

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"The Police have confirmed to me that I have been cleared of the allegation and that no further action will be taken.

"This is now the end of the matter.

"Thanks for all the kind messages of support."

Ms Fox tweeted a photograph of her with what appeared to be a black eye, accusing a "famous" man of punching her during an event at the exclusive club.

"Proud of yourself? Hitting a woman? Vile creature," Ms Fox wrote.

"No, I am not lying. Just because you're famous doesn't mean you can hit women and get away with it".

A Metropolitan Police spokesman confirmed that a man, matching the cricketer's age, "was interviewed under caution in connection with the incident".

"He was not arrested," the spokesman said. "Inquiries continue. The matter is not closed for now."

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Ms Fox, who models and has starred in various pornographic films, thanked her 71,500 Twitter followers for their "kind messages and support" the day after the alleged incident, saying it meant a lot to her.

Ms Fox then posted a photograph of Steven Lee Myers' book, The New Tsar: the rise and reign of Vladimir Putin with the caption: "Nothing like a new book to cheer a girl up."

Lou Lou's is a private members' club which has attracted international celebrities such as George Clooney and Tom Cruise and even members of the British Royal Family.