Chile football star Vidal accused of sexual assault
The investigation was triggered after a complaint was made against the players but so far no one has been arrested, the office said.
It did not say which of Vidal's teammates were also targeted in the probe.
Chilean media said the alleged assault took place in the early hours of Monday at a Santiago night club, where a group of Colo Colo players were celebrating a birthday.
Police chief Gerardo Aravena said that 37-year-old former Barcelona, Bayern Munich, Juventus and Inter Milan midfielder Vidal was brought to a police station for an identity check.
Vidal has scored 34 goals in 142 appearances with the Chilean national squad.
The investigation comes days after former Chilean international Jorge Valdivia, 41, was placed in preventive custody after being accused of rape.
Valdivia denied the charges, saying he had "a consensual relationship with an adult woman."
He was part of the so-called "Golden Generation" that led Chile to victory in the 2015 Copa America. He also played for the national team in the 2010 and 2014 World Cups.