Police have since interviewed the woman involved along with witnesses who came into contact with Hayne on the night in question.
Police say they are in the early stages of an investigation and are yet to interview Hayne.
"Police are investigating following reports a woman was sexually assaulted by a 30-year-old man in late September," a NSW Police statement said.
"The investigation is being led by detectives from the Child Abuse and Sex Crimes Squad. No further information is available at this time."
Hayne is currently in the middle of a civil suit in the United States after he allegedly raped a woman after an alcohol-fuelled night out at the San Jose apartment where he was living while playing for the San Francisco 49ers.
The rugby league player, who is currently off-contract, "unequivocally" and "vehemently" denies the allegation and is vigorously defending the proceedings.
Judge Lucy Koh set the trial date at San Jose District Court today for January 27, 2020, but lawyers for each side still have the chance to reach an agreement through mediation.
"We're always open to further negotiation and any sort of resolution, but it has to make sense to our client," said Ms Liberty. Ms V is seeking monetary damages.
It's understood the club's chief executive Bernie Gurr and other officials were unaware of the allegations until the club were contacted by media.
"As this is a police matter the club will be making no public comment in relation to these reports," a Parramatta spokeswoman said.
It's also understood the club hasn't been able to speak to the star fullback since they were contacted.
Hayne is one of the NRL's biggest names, having won the
Dally M medal twice and played 11 Tests for Australia and 23 State of Origins for NSW.
