The police would not discuss details of the ongoing case, which was filed by a woman on May 31.
Brazilian outlet UOL was the first to report the accusations and claim statements made to authorities are being kept confidential.
Neymar's camp maintains the 27-year-old's innocence, stating that he was the target of a blackmail attempt.
In addition, the player's father believes WhatsApp messages sent to his son's phone from the alleged victim will be used to help clear his name.
Bolsonaro, a controversial figure, has also positioned himself on the side of Neymar, stating that he hopes to embrace the Selecao striker on Wednesday evening and offer his support.
“I hope to give Neymar a hug before the match,” Bolsonaro said at a farmers' event in Goais state, not far from where Brazil will face Qatar in a pre-Copa America friendly on Wednesday. “He's a boy. He's in a difficult moment but I believe him.”
The president also singled out one of Brazil's most popular news outlets, Folha de S.Paulo, for their coverage of the allegations levelled at Neymar, accusing the publication of reaching conclusions before knowing all of the facts involved.
“You [Folha de S.Paulo reporter] are judging Neymar, Folha de S.Paulo is already judging Neymar as it has always judged me all this time. The woman crosses the continent, many things happen and then she came back to Brazil.
“Tonight we are all together to score two goals at the Mane Garrincha [Stadium].”
Neymar himself spoke ahead of the match, thanking fans for their support ahead of what he described as potentially the most difficult match of his life.
“I just want to thank God, my family, my friends and all those who sent positive messages so that I could stay balanced and focused,” he wrote on Instagram. “I never felt so loved by you all, thank you.
“Today I have one of the most difficult matches of my career, if not the most (given the circumstances). 'The joy of the lord is our strength'.”
Brazil’s national team set-up will be keen to move on from the allegations quickly with the Copa America starting next week.
The former Barcelona star is part of a Brazil team that will be hoping to triumph in a tournament they have failed to even reach the semi-finals for since 2007, which they won under Dunga.