Paul Pogba says he has been the target of extortion and threats from an organised gang.
The Juventus and France midfielder issued a statement through his lawyers on Sunday saying the matter had been reported to the authorities.
News agency AFP, citing a source, said French police had opened an investigation.
Earlier, Pogba’s brother Mathias posted videos online promising to publish “great revelations” about the player.
Mathias Pogba said the information was likely to be “explosive”, without giving further details.
“They are in addition to threats and extortion attempts by an organised gang against Paul Pogba,” read the statement.
“The competent bodies in Italy and France were informed a month ago and there will be no further comments in relation to the ongoing investigation.”
A World Cup winner with France in 2018, Pogba moved to Juventus on a free transfer this summer after leaving Manchester United.
In his videos, Matthias Pogba said the “whole world, as well as my brother’s fans, and even more so the French team and Juventus, my brother’s team-mates and his sponsors deserve to know certain things”.
He said the revelations would also involve Pogba’s agent, Rafaela Pimenta.