Vice-captain Nathan Bock was dragged into the scandal on Monday following a News Limited report he was being investigated for alleged use of banned peptides in late 2010.
Auld says the Suns have been informed by the AFL and ASADA they will be investigated, but Bock has not been specifically named.
News Limited reported that the AFL and the Australian Sports Anti-Doping Authority is inquiring into Bock's alleged use of the prohibited drug CJC-1295.
The peptide is believed to help reduce fat, repair injured tissue and trigger the release of growth hormone.
Following news of an investigation into Essendon in February, Auld said Gold Coast went directly to the AFL to inform them certain individuals – namely Stephen Dank and Dean Robinson – had also worked at the Suns.
The AFL and ASADA then told the Suns they would be investigated.
"We've not been formally advised Nathan is under investigation," Auld said on Monday afternoon.
"We've been advised by the AFL they'll conduct an investigation into the activities of the individuals at our football club, being staff members, but we've certainly not been advised by the AFL or ASADA that any particular player is being investigated."
Auld said he did not want to elaborate on any further speculation, instead waiting for the investigation to run its course.
"The best way for us to play it now is to cooperate fully with the investigation of the AFL and ASADA. As soon as they're ready, we're ready," he said.
"We'll do that until it's concluded and once it's concluded we're happy to be very transparent with the process and where the football club sits with it."
Michael Whiting covers Gold Coast news for AFL.com.au. Follow him on Twitter: @AFL_mikewhiting
