Multiple Sydney Swans players who were interviewed by police following an alleged sexual assault at a hotel have been identified.

Police swarmed the Pullman East Melbourne hotel on Monday morning, where players had been staying after Sunday night's win over Essendon at the MCG.

During the course of Monday officers spoke to Isaac Heeney, Chad Warner, Riley Bice, James Jordon and a fifth unnamed player 7News reported.

Daily Mail does not suggest any of the players are under investigation or involved in any wrongdoing, just that they spoke to police about the alleged incident.

A report by the Herald Sun claimed witnesses saw two women approach hotel staff about 7am to request they be let into a guest room.

One of the women was 'hysterical' as she described being 'touched' and overwhelmed by several men in one of the rooms.

Witnesses claimed both women became 'agitated' when told by staff they couldn't return to the room and confronted members of the team, including coach Dean Cox, in the foyer, who witnesses said looked stunned. 

The 'upset' woman reportedly ran to a hotel toilet crying shortly before police were called.

A third woman later attended the hotel and the trio claimed to have footage of the alleged assault.

Unconfirmed claims were also reported that a Sydney player had thrown a sex toy which struck a woman in the back of the head, causing her to fall forward.

Victoria Police earlier said they were investigating a report of an alleged sexual assault. Detectives have since requested CCTV footage of Monday morning from the hotel. 

The AFL Integrity Unit and the Sydney Swans confirmed they were also investigating the alleged incident.

'The Sydney Swans can confirm several players were involved in an alleged incident in Melbourne last night,' a spokesperson said.

'The Swans have notified the AFL and relevant authorities and cannot provide further comment at this stage.'

Club CEO Matthew Pavlich said the team were 'working with (AFL) and also the relevant authorities on this matter'.

'We're still piecing together exactly what has transpired here and have our own set of internal enquiries ongoing,' he said.

'But it's safe to say we're extremely shocked and disappointed. 

'We understand the level of interest in the matter and there is going to be lots of speculation. But given it is a police matter right now, that is all that we can say.' 

Up to eight uniformed and plain-clothes officers were seen inside the hotel with clipboards and camera equipment on Monday.

Others guarded the main staircase and several marked and unmarked police vehicles remained outside.

It's understood the Swans players drove back to Sydney on Monday.

The Sydney Swans are currently sitting in second spot on the AFL ladder, with the finals series set to kick off in just over a week.