According to widespread reports, Chilli Boys players were spotted training in groups at Kings Beach in Port Elizabeth earlier this week, allegedly in plain clothing.
PSL clubs are not yet allowed to train in groups as SAFA and the PSL await the government's approval of their return-to-play safety protocols.
All teams will need to follow certain procedures and prove they are compliant before regular training can resume, and only after the authorities confirm they may do so.
Chippa CEO Lukhanyo Mzinzi does not deny the reports and says they are investigating the claims.
"There were complaints from the community about the team training at the beach," Mzinzi confirms to KickOff.com.
"We are investigating that as a club because it's currently not allowed as we are still in lockdown."
SAFA communications manager Dominic Chimhavi also confirms the governing body is investigating the matter.
"We heard about that and we are very concerned by what Chippa United allegedly did. We are investigating it," Chimhavi says.
"We will then make a decision once we find out what really happened. We can't just discuss that with the media because we are still investigating it."