The soccer star allegedly threw champagne over British TV presenter Donatella Panayiotou during a night out at Hollywood nightclub Lure, the Sunday Mirror reported.
A spokeswoman for the Los Angeles Police Department (LAPD) confirmed they had received a battery complaint against Cole.
LAPD have 30 days to investigate the complaint, received on May 31, before deciding whether to press charges.
Cole, 33, was with some friends, including Shaun Wright-Phillips, when the alleged incident happened.
A spokesman for Chelsea said it was a “private matter” and declined to comment.
Cole, who has 107 England caps, retired from international football last month after he was left out of Roy Hodgson’s World Cup squad.
His contract with Chelsea is reportedly due to expire this summer.