The Football Association of Zambia said there was no record of an official complaint being made.
But there have been accusations that players on the women's national team _ which will play at next year's World Cup _ had been victims of abuse at the hands of coaching staff.
No one has been identified in the case.
"We shall collaborate with the Zambia Police Service and other relevant stakeholders in dealing with this matter,'' FAZ general secretary Adrian Kashala said in a statement.
Kashala said the national soccer body was encouraging anyone with information or evidence to come forward.
The Zambian women's team has been a success story in recent years, qualifying for the Tokyo Olympics, finishing third at this year's African Cup of Nations and also qualifying for the first time for the Women's World Cup.
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