Kang has not been charged with a crime. He is considered a "person of interest" in this investigation, which is still in the information-gathering and evidence collection phase.
The Pirates said in a statement Tuesday that they were aware of the allegation.
"We take allegations of this type extremely seriously," said team president Frank Coonelly. "As a result of the ongoing police investigation, we cannot comment further at this time. We have also advised our staff and our players that they should not comment on the matter either."
The team said it would cooperate with the commissioner's office in the matter.
A 23-year-old woman alleges she was sexually assaulted by Kang, 29, on June 17, when the Pirates were in Chicago to play the Cubs,police spokesman Anthony Guglielmi told ESPN.
Police said Kang and the woman met on the dating app "Bumble," which states that the woman must initiate contact. Kang then asked the woman to go to his hotel room; when she arrived, she was given an alcoholic beverage, Guglielmi said.
The woman blacked out about 15 to 20 minutes after consuming the drink and then alleges she was sexually assaulted as she drifted in and out of consciousness, Guglielmi said.
The woman told police she didn't become fully aware of her surroundings until she was in a taxi en route to her home. She went to a hospital on June 19, where a rape kit was done,Guglielmi said.Guglielmi declined to say whether the results from the examination have come back.
The woman's formal complaint to police came 10 days later, the Chicago Tribune reported, citing sources.
Kang's agent Alan Nero declined to comment when reached by phone Tuesday evening
The Chicago Police Department has been in contact with the Pirates, who have pledged their support, but Guglielmi couldn't say who has or will be interviewed as part of the investigation.
"These are very serious allegations, and we want to ensure that the efficacy of our investigation matches the severity of the allegations," Guglielmi told ESPN.
Physical evidence and surveillance video are expected to play a key role in the investigation. Guglielmi did not have a timeline on when there will be more clarity as to whether charges will be filed.
Kang, who is in the second season of a four-year, $11 million contract he signed with Pittsburgh in 2015, has a .250 average with 11 home runs and 28 RBIs in 48 games. Last year, he hit .287 with 15 home runs and 58 RBIs in 126 games.
Kang, who is South Korean, played nine seasons in the Korean Baseball Organization, in which he hit .298 with 139 home runs and 545 RBIs.
ESPN's Katie Strang contributed to this report.