The unnamed AFL footballer - based in Melbourne - was filmed in bed with a woman, which appeared to be consensual and filmed knowingly, however the video was posted online without permission.

The Age reported that the video appeared to be purposely filmed. Victoria police spokesperson, Alex Day, said the video was had been shared online.

"Prahran police are investigating after a video was distributed electronically and online," Day said.

"As the investigation is ongoing it would be inappropriate to comment further."