El-Hadji Diouf is under investigation by the Dakar police after an incident on Monday involving alleged assault.
Aicha Ba was allegedly attacked by the former African Player of the Year in a nightclub on Monday. Ba is said to have had a relationship with one of Diouf's international team-mates. She accused the Bolton Wanderers forward of initiating "acts that were intended to humiliate" her.
A police spokesman in Dakar confirmed to BBC Sport on Thursday that they have commenced investigations into the allegations.
"A police commissioner is currently looking into the case," the spokesman said.