The club are investigating after a video appeared to show Ivan Toney using an expletive.
In the clip, Toney can be seen repeating the two-word phrase used by the woman who was filming, and he can be seen saying the f-word.
The 25-year-old has six goals for the Bees so far.
Brentford FC are aware of the video and are looking into it.
After a good start to the season, the London side have lost their last seven top-flight matches.
They are in 14th place and have played more games than the teams below them.
Toney scored 33 goals as the club ended a 74-year exile from the top flight.