Victoria Police say a woman came to them in October, alleging the assault occurred in September on the Indonesian holiday island.
"Police have spoken to the complainant however the complainant has not engaged investigators further and a formal statement has not been made," police said on Thursday.
"The complainant was advised that primacy of the investigation will sit with Indonesian authorities."
Victoria Police added it wants victims of sexual assault to receive the assistance they deserve, from officers or support services.
"Victoria Police's priority is the victim's safety and welfare. They are always in control of what happens next," they said.
"The reality is that some victims come to us to have their story heard, but they may not want to go through the process of a court case."
"The club has referred the matter to the AFL Integrity Unit," the AFL club said.
"The Melbourne Football Club will fully co-operate with the process and whilst this is undertaken, the club will make no further public comment."
The AFL says it will not make a statement because the matter has been referred to police.
