The Sun reports Scholes had a seven hour party at his house in Oldham on Friday.
It happened on the same day as new COVID-19 restrictions went up in the Greater Manchester area.
Social gatherings in homes and gardens are banned, as the government wants to lower the spread of the virus.
Scholes is said to have been wearing a "Lockdown Live" shirt, with the party hosted for his son Aaron turning 21.
A spokesperson for Greater Manchester Police told the Metro: "On Sunday August 2 2020, we were made aware of allegations of an earlier breach of Covid-19 restrictions at a residential property in the Oldham area.
"In line with normal procedure and policing by consent, officers attended and engaged with an individual, explaining the restrictions and encouraging them to be compliant."
Conservative MP Andrew Bridgen told The Sun: "You'd expect a much more responsible attitude from a role model who has worn an England shirt 66 times.
"The people of Oldham are fully aware reckless behaviour like this has caused the return to lockdown.
"While young people are less likely to suffer serious complications if they are infected, they may spread it to somebody for whom the consequences could be very severe."