Police say they will investigate a former detective's claim he was threatened by other officers to drop an investigation into rape allegations against two St Kilda AFL players.

Former detective senior-constable Scott Gladman, who led the 2004 investigation into the allegations against Saints players Stephen Milne and Leigh Montagna, said he was threatened by those who wanted the case dropped.

Gladman said that on one occasion he received a telephone call from an officer who supported St Kilda demanding he stop investigating.

"(He said) `This didn't happen, it didn't happen the way she said it happened. She's just one of these footy sluts that runs around looking for footballers to f...' (were) the words," Gladman told the Nine Network.

"'You better make this go away, you better do the right thing, you better make sure that this is done properly, this is just bullshit', and it was hung up."

Gladman said that on another occasion, he was confronted in the street by an unknown officer with promises "he'd be looked after if the matter went away and threats if it didn't".

Milne and Montagna were the subject of a police investigation for two months after an alleged incident involving two women in March 2004.

The two players, who denied the allegations, were interviewed by police but never charged.

Police said there was insufficient evidence to charge the pair on advice from the Director of Public Prosecutions.

Victoria Police on Monday night said they had not previously heard of Gladman's claims, but would now investigate them.

"In the six years that have passed, not once have these allegations - and they are extremely serious allegations - been raised with our Ethical Standards Department," police assistant director for media Charles Morton said in a statement.

"If they had been, then, they would have been investigated as a matter of priority because we will not tolerate inappropriate behaviour.

"It is our understanding that the allegations of rape were thoroughly investigated at the time and in a professional manner.

"However, after receiving advice from the Director of Public Prosecutions it was concluded that there was insufficient evidence for charges to be laid.

"It is disappointing that these new claims have come to light so long after the events.

"We will now take a look at what has been said and decide what further actions might need to be taken."

Milne, 30, and Montagna, 26, still play for St Kilda, and Saints chief executive Michael Nettlefold said the club "does not intend to comment on internal police matters".

"But, what I can say is that at the time of the police investigation six years ago both the club and the players fully co-operated with the investigation," Nettlefold said in a statement.

Gladman said he and his investigative team resisted the threats made by colleagues, but also discovered files on the case went missing for hours at a time.

The files included a victim statement and recordings of interviews.

"Someone's had access to it and someone has shown that to the football club," Gladman said.

"The football club would have been aware of the allegations in statement form, the victim's names and the witnesses' names within days of it happening.

"I was riding home at night time with four folders in my backpack, 10-15kgs, because I couldn't leave the briefs at work."

An AFL spokesman said the league would not comment on an internal police matter.

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