The incident allegedly occurred last weekend.
According to the newspaper's sources, who are in law enforcement, the woman who has accused Kane went to a hospital, where a rape kit was administered.
Neighbors of Kane told the Chicago Tribune that police arrived at his lakefront property Sunday night and that several plainclothes officers entered his house using flashlights. At least one wore gloves and was seen taking pictures out front.
Kane, 26, has not been charged. Last summer, he signed an eight-year, $84 million contract with the Blackhawks. Kane was scheduled to bring the Stanley Cup to Buffalo this weekend, but it's unclear whether that will happen.
"We are aware of the matter and are in the process of gathering information," the team said in a statement Thursday. "It would be inappropriate to comment further at this time."
Kane's agent, Pat Brisson, issued a statement that first referred to the Blackhawks' release, noting the team is gathering information and reviewing reports. Brisson then added: "It would not be appropriate to provide further comment at this time."
The NHL said it is "following developments" in the investigation.
Neither Hamburg Police Chief Gregory G. Wickett nor Erie County District Attorney Frank A. Sedita III would comment on specifics when reached by ESPN on Thursday.
Said Sedita: "We neither confirm nor deny the existence or nonexistence of an investigation until such time as someone has been charged with a crime."
Wickett said it is department policy not to release any information to the public or the media unless an arrest has been made.
Kane, a four-time All-Star and a member of the 2010 and '14 U.S. Olympic hockey teams, helped the Blackhawks win their third Stanley Cup title in the past six seasons in June. He has been lauded in recent years for his growth after several off-the-ice incidents earlier in his career.
In 2009, Kane and his cousin were accused of assaulting a Buffalo, New York, cab driver, who told officers they beat him up during a dispute over the fare. Kane ultimately pleaded guilty to a noncriminal charge of disorderly conduct, and he and his cousin were ordered to send an apology to the cab driver.
Paul J. Cambria Jr., a lawyer who represented Kane in that case, told The News he had nothing to say about the current matter.
Kane was playing at an MVP-caliber level last season before breaking his collarbone in February. But he returned in time for the playoffs, helping the Blackhawks win their third Cup in six seasons and his third since joining the team in 2007 after being selected by Chicago as the No. 1 overall in the NHL draft.
Kane helped Chicago return to the playoffs during the 2008-09 season after a five-year drought. They lost in the conference finals to Detroit, but bounced back the next season to beat Philadelphia in six games in the Stanley Cup finals. The Blackhawks won it all again in 2013, with Kane earning the Conn Smythe Trophy as playoff MVP.
Kane reflected on his growth off the ice in an interview with reporters last season.
"Everyone kind of has their own maturation process, and you go through some bumps in the road, that's for sure," he said. "Everyone has a different path. That's for sure. So, I was lucky enough when I was going through my bumps, that the Blackhawks stuck with me and gave me another chance. I wouldn't rather be anywhere else, so I'm very fortunate for that."
Kane and Blackhawks captain Jonathan Toews agreed to matching contracts last summer, and their deals go into effect during the 2015-16 season.
Information from Katie Strang and Scott Powers of ESPN.com and The Associated Press was used in this report.