According to reports, the woman said she had allegedly suffered injuries during a sexual encounter with Hayne in the Hunter Valley on September 30, which was initially consensual.
It's understood the alleged victim was interviewed by the NRL's integrity unit before the matter was referred to police.
A spokeswoman for NSW Police told news.com.au: "Police are investigating following reports a woman was sexually assaulted by a 30-year-old man in late September.
"The investigation is being led by detectives from the Child Abuse and Sex Crimes Squad."
The claim likely comes as no help to Hayne's pursuit of a new NRL contract, after his most recent deal with Parramatta expired on October 31. The Eels had been hopeful at least one other player could be picked up by another club to fit Hayne into next year's salary cap.
"As this is a police matter the club will be making no public comment in relation to these reports," a Parramatta spokeswoman said.
Hayne's representative Wayne Beavis opted not to comment when contacted by AAP after the allegations arose.
A two-time Dally M Medallist, Hayne is one of the biggest names in the NRL thanks largely to his magical run to help Parramatta to the 2009 grand final. He has played 11 Tests for Australia and 23 State of Origins for NSW and scored 121 tries in 214 NRL games.
He also created headlines when he left the Eels to play in the NFL, running out for the San Francisco 49ers in late 2015.
However that one-year stay was plagued with drama, with Hayne still defending a civil court rape case made against him while living in the United States — an accusation he has long vehemently denied.
- with AAP