Hayne is being investigated after a woman made allegations she suffered injuries during a sexual encounter with him on NRL grand final night on September 30, the Nine Network reported.

Nine said Hayne had travelled to the Hunter Valley to meet with the woman who had spoken to him on social media, and she had photographs to back up her claims.

The NRL was unable to comment when contacted on Thursday evening given it is a police matter.

However, it's believed the code's integrity unit interviewed the woman before it was referred to police.

NSW Police said detectives from the Child Abuse and Sex Crimes squad were leading an investigation into reports a woman was sexually assaulted by a 30-year-old man in late September.

Hayne's representative Wayne Beavis also opted against commenting when contacted by AAP on Thursday evening.

Off-contract and at this stage without an NRL club for 2019, Hayne's future is still unknown for next season with Parramatta struggling to fit him under their cap for next year.

Hayne was technically still an Eels' employee on the night in question, however he is no longer on their payroll.

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 on Thursday.

"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.

He is also defending a civil case in the United States where a woman is attempting to sue him for damages for an alleged sexual assault in 2015 while he was playing in the NFL for San Francisco.

Hayne has vehemently denied the claims from the alleged San Francisco incident, while police declined to charge him.

Australian Associated Press