A POLICE investigation into sexual offence claims against two Hawthorn players is continuing, a month after the alleged incident was first reported.

A Victoria police spokesperson confirmed to AFL.com.au that the investigation is "very much ongoing."

Detectives from the Box Hill Sex Offences and Child-Abuse Investigation Team are leading the investigation. 

The two players were interviewed by police on October 20.

It's understood police are also reviewing CCTV footage as part of their inquiry.

Police received a complaint about an alleged sexual offence in the Melbourne suburb of Ashwood on October 9 – six days after Hawthorn's historic premiership three-peat.

No charges have been laid.

The club has previously confirmed two players are cooperating with the police investigation.