What we know about the Sydney Swans alleged sexual assault investigation

Sydney Swans coach Dean Cox says he's "extremely disappointed" after several players were linked to a police investigation into an alleged sexual assault.

Victoria Police attended the Pullman Hotel in East Melbourne on Monday to investigate a sexual assault report in the early hours of the morning.

The Sydney Swans were staying at the hotel, having defeated Essendon at the nearby Melbourne Cricket Ground on Sunday night.

The win meant they locked in second place on the AFL ladder, guaranteeing they would play two home finals, with only an inconsequential game against 13th-placed North Melbourne remaining to complete their home-and-away season.

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On Monday morning, several media outlets reported that several players had been linked to an investigation into an alleged sexual assault.

Several media outlets later reported the names of four of the five players who had reportedly spoken to police to assist their inquiries. The players were not arrested, and no charges have been laid.

SBS News has chosen not to name the players as it has not independently verified their identities.

Police investigators were seen swarming the hotel lobby on Monday morning.

Victoria Police issued a brief statement, confirming it was investigating a sexual assault report and the "exact circumstances are yet to be established and the investigation into the incident remains ongoing".

It provided a similarly worded updated statement on Tuesday morning, which added: "Police spoke to a number of people at the hotel; however, no one has been arrested or formally interviewed at this time."

On Tuesday morning, coach Dean Cox briefly spoke to reporters outside of the Swans' Sydney headquarters for the first time since the news broke.

"Obviously extremely disappointed with what's happened, and understand the questions and we'll update as we gather more information," Cox said.

Asked if player sanctions could be expected, Cox said: "We're working our way through everything with the AFL and the relevant parties and we'll update when we get more information."