A Hawthorn AFL player is under investigation by Victoria Police over an alleged sexual offence in south-east Melbourne.

Victoria Police said it was investigating an incident that occurred in Ashwood in the early hours of the morning, last Friday.

A spokeswoman said as the investigation was ongoing, she could not make any further comment.

The Hawks confirmed they were aware of the investigation and a later statement refuted media reports claiming there were multiple players involved.

It added the one player being investigated is not a premiership player.

"The player involved will continue to assist police with their enquiries," the Hawks statement read.

"No further comment will be made until the investigation is concluded."