The photos, which were shared widely on social media, appear to show the former Manchester United captain asleep in a chair with unknown women posing beside him.
It is not known when the images were taken and there is no suggestion Rooney has behaved in any way inappropriately.
The ex-Manchester United star's representatives confirmed the matter had been reported to police.
His lawyers have declined to comment on the nature of the images.
Greater Manchester Police has been asked to comment.
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