The woman at the centre of sexual assault allegations involving three Brisbane Broncos players this morning made a formal complaint to police.

Police investigators are currently interviewing staff at popular Fortitude Valley nightclub Alhambra Lounge, where the incident is alleged to have taken place on Saturday night.

"We can confirm that the (Queensland Police Service) has received a formal written complaint about an alleged incident at a Valley nightclub on Saturday night, involving three men," a Police Media spokesperson said.

Staff at Alhambra would not comment on the incident when approached by brisbanetimes.com.au today. The establishment's management spent about half an hour with six plain clothes detectives, who arrived at the premises around 11am. The detectives also refused to comment.

Bookmakers across the country have suspended betting on the NRL finals while they await to hear the results of an investigation.

It is understood three high profile players are at the centre of the woman's allegation that she was sexually assaulted in the toilets of the Brisbane nightclub on Saturday night.

A sexual assault examination was conducted on the woman that evening.

It's understood Broncos players were at the nightspot celebrating the team's win over the Roosters in the first NRL playoff.

It had been reported players were kicked out of the Story Bridge Hotel earlier in the day, but the hotel's general manager denied the claim.

He said approximately eight Brisbane Broncos players had lunch with family and friends at the hotel on Saturday, but most of the players left between 5pm and 5.30pm.

Three players stayed on into the night.

He said the players caused no trouble while at the premises and he believed two of the players were with their girlfriends at the time.

"No, they weren't kicked out at all," he said.

There were no players absent from Broncos training at the club's Red Hill headquarters today, at which a large media contingent had gathered.

Broncos media manager Trad McLean said police had not contacted the club over the allegations, so no comment would be made. He could not confirm if Broncos players were at Alhambra at the time of the alleged assault.

However, the Broncos have one of the strictest player codes of conduct for public behaviour. Five players - Julian O'Neill, Neville Costigan, Brett Seymour, Ian Lacey and John Te Reo - have been axed because of drinking-related incidents.

At training this morning, Broncos prop Ben Hannant said he knew nothing about the allegations.

"I just rocked up to training so I am just focusing on this week of football and the rest of the stuff will sort itself out," he told reporters.

"The way we have come in this week is focusing on the Melbourne Storm and doing our best to get everything right so we can be 100 per cent come game day."

National Rugby League chief executive David Gallop said last night the investigation was "concerning'', but warned against pre-empting the police findings.

"At the moment, all I have is someone telling me about an allegation,'' he told The Australian.

- with Marissa Calligeros and AAP