The AFL will contact SBS to get more information about claims aired on Tuesday night that an unnamed player was involved in gang-raping a woman at a Melbourne night spot.

The claim was made on the network's Insight program just hours after it was revealed police were investigating separate sexual misconduct allegations against St Kilda players Stephen Milne and Leigh Montagna.

St Kilda named Milne, 24, and Montagna, 20, as the subject of serious allegations made by two women they met in Melbourne on Sunday night, the day after the club won the pre-season Wizard Cup.

No charges have been laid.

On SBS, an unnamed woman claimed the player, together with four of his friends, cornered her, ignored her pleas and raped her one by one at a night spot a few years ago.

"They held me down, I struggled with them a lot," she said.

The men threatened to bash her in order to force her to be quiet, "and then they were just laughing, laughing at my terror", she said.

In the St Kilda incident, the club said two women had contacted Milne and Montagna as they celebrated the club's win in the AFL pre-season competition the previous night.

It was arranged they meet and the four then drove to one of the players' homes.

The women laid complaints with police the following day.

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