Reports surfaced on Wednesday morning stating that the girl was pregnant and had sought support for her condition through her school.
St Kilda coach Ross Lyon said on Wednesday morning that the club and the AFL had questioned the players involved and had no idea how long the investigation would last.
"I can't go into too much detail," he said from Linen House Oval. "What I can confirm is two St Kilda players have spoken with the club and the AFL in relation to the incidents reported in the press.
"They are fully cooperative; the investigation is ongoing and once that concludes, we'll be able to make a formal statement."
The Saints became aware of the allegation on Tuesday before it was reported in some newspapers on Wednesday morning.
While not revealing names, Lyon said the players concerned were dealing with the situation.
“Obviously no one wants to be involved in any situation. To the best of my knowledge, they are handling some level of stress but it is about the truth and honesty, and from there we can conclude the appropriate outcome,” Lyon said.
“We’ve sat down and discussed what has been reported and brought the AFL straight into the loop.
"They’ve got very competent people - professional people - involved. They are investigating it.”
