The alleged incident, first reported by the Buffalo News, is said to have taken place Sunday morning in a downtown Buffalo hotel near the First Niagara Center, where the Sabres play their home games.
The Sabres, who earlier Sunday cited "personal reasons" for Kane's absence from practice, issued a statement Sunday evening: "We take the allegation made today against Evander Kane very seriously. We are gathering facts, been in touch with the NHL and Evander's representatives. Until we have more information we will not have any additional comment."
The NHL said in a statement, "We are aware of and are monitoring the investigation involving Buffalo Sabres forward Evander Kane. We have no further comment at this time."
Kane has not been charged, and police officials would not confirm to The News that he is being investigated.
Neither Kane's attorney nor his agent responded to requests for comment by The News.
Kane, who arrived in Buffalo via trade in February, scored a goal Saturday night during a victory over the Bruins in Boston. The Sabres play next Monday night at home against the Capitals.