The incident allegedly took place in Redruth last weekend while the squad was on a pre-season training camp in Cornwall.
The club's manager told BBC Radio Stoke: "It's very challenging for me. It's a real blow to the club. It's a position I've not been put in before. It's like a massive cloud hanging over us. It's obviously affected my plans. And it's been very tough for everybody.
"But it's my job to get behind the players, focus minds and concentrate on making a good start to the season. I have to support the players. This is the time they need me the most. To get through a difficult situation. I'm a fighter and we'll get through it.
"I've got some big decisions to make over the next few months and I'll do my best to make the right ones. We've got some great people around the club and it's important that we get through this together."
Crewe released a statement yesterday confirming that they are co-operating with the Devon and Cornwall Police's investigation.