Sydney Swans players Chad Warner, Isaac Heeney, Riley Bice, Nick Blakey and James Jordon were reportedly partying with adult entertainers in a room at the Pullman Hotel in East Melbourne on August 17 when the alleged assaults took place.
Three women made a report to Victoria Police.
Detectives confirmed they travelled to NSW this week to interview four men, including a 30-year-old Maroubra man, a 25-year-old Paddington man and two Randwick men aged 25 and 26.Â
Three other men who police believe were in the room at the time were interviewed solely as witnesses.
Police are not looking to speak with anyone else in relation to the investigation.
No charges have been laid and AAP is not suggesting any wrongdoing.
An update to the investigation was not expected for at least eight weeks, police said.
The Swans have "categorically" stated none of their staff were in the hotel room and are not involved in the investigation.
The club is refusing to comment about the investigation or the on-field future of the five players, who remain exiled from the club as they serve season-long suspensions for a "serious breach of expected club behaviour and standards".
"The wellbeing of those impacted remains of paramount importance," a Swans spokesperson said on Wednesday in a statement acknowledging the latest police update.
"We note that no charges have been laid and that police have indicated the process may take some time to run its course."
Swans coach Dean Cox has vowed to always "support my players".
"I'm staying in dialogue with those five players whilst they're away from the football club," Cox told Fox Footy on Tuesday night.
"I speak about their welfare, how they're going and if we can support in any way.
"I haven't spoken to them at all about the police investigation."
The AFL's integrity unit is investigating.
"Once the police investigation is complete, we will conduct our own enquiries, but the AFL won't get involved while there's a police investigation under way," AFL chief executive Andrew Dillon said last week.
Two legal firms have been engaged by the women to probe potential civil claims.
1800 RESPECT (1800 737 732)
National Sexual Abuse and Redress Support Service 1800 211 028
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