The NRL is reportedly set to investigate Roosters and NSW skipper James Tedesco after a young woman claimed he yelled "squid games" at her outside a pub last week.

20-year-old Tiffany Trinh, who is of Vietnamese descent, told the Sydney Morning Herald the comment felt like a "joke about her race" and that she intended to lay a formal complaint with the NRL.

Squid Game is a South Korean survival drama television series on Netflix, which recently went number one in 90 countries.

The Roosters have already completed their own internal investigation into the matter and said Tedesco had no case to answer.

Tedesco and the club claim he was only discussing the TV show with his friends while in close proximity to Trinh.

The club only became aware of the allegation when Trinh's sister posted about the incident on Instagram.

"After we found out about the Instagram post we thoroughly investigated the matter," Roosters chief executive Joe Kelly said.

"There was absolutely no interaction between James Tedesco with this group of people. We categorically deny that anything untoward occurred."

The NRL is yet to comment on the matter.