Rugby league star Jarryd Hayne is being investigated by police after a woman made allegations of sexual assault against him.

9News has confirmed that the New South Wales Sex Crimes Squad have taken charge of an investigation into an alleged incident on 30 September, the NRL Grand Final night.

The woman had been in touch with Hayne on social media. It is alleged that Hayne travelled to a house in the Hunter region to meet her and the pair had sex. The woman claims that she suffered injuries during the encounter.

Rugby league star Jarryd Hayne is being investigated by police after a woman made allegations of sexual assault against him. (AAP)

The NRL Integrity Unit has interviewed the woman at the centre of the allegations but have told 9News that it is a police matter. Police have also interviewed other potential witnesses.

Members of the woman's family told 9News they are furious about the alleged incident. They claim the woman went to a doctor and say she has photographs to support her claims.

A statement from NSW Police this afternoon said: “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. No further information is available at this time.”

No charges have been laid. 9News does not suggest that Hayne is guilty of any offence, only that police are investigating the allegations.

Jarryd Hayne's agent, Wayne Beavis, told 9News he was unaware of the allegations or the police investigation.

Hayne is currently defending a civil case in the United States brought by a woman claiming she was raped by Hayne, who was playing for the San Francisco 49ers. Hayne has vehemently denied those claims.