The Premier League has confirmed that it will investigate allegations that Chelsea made an illegal approach for Ashley Cole.

Arsenal defender Cole reportedly met Chalesa manager Jose Mourinho and chief executive Peter Kenyon in a London hotel 10 days ago.

Chelsea refused to comment on the meeting, which would be in breach of Premier League rule K3.

Now the Gunners have asked for an inquiry to look into claims that their player has been the subject of an illegal approach.

The Premier League says it will look into “further information” concerning the allegations, which apparently came from the News of the World.

A statement from Chelsea read: “Chelsea can confirm it has been in discussions with the Premier League over the last few days and we will be co-operating fully with the inquiry announced today.

“It would be inappropiate to make any further comment until the inquiry is completed.”

The Premier League’s statement confirmed Arsenal had asked for the matter to be looked into.

It read: “The board is finally able to establish a clear position from Arsenal and is grateful for chairman Peter Hill-Wood’s confirmation that his club want the Premier League to investigate the matter and that they will co-operate fully with any inquiry.

“The board is also pleased that Chelsea have given a similar undertaking.”

Arsenal vice-chairman David Dein told the News of the World: “From the evidence I have seen so far there is a huge credibility gap.”

Any club which by itself, by any of its officials, by any of its players, by its agent, by any other person on its behalf or by any other means whatsoever makes an approach either directly or indirectly to a contract player shall be in breach of these rules

If found guilty, Cheslea face a possible fine or even a points deduction.

Mourinho insisted he is not worried about the inquiry or its outcome.

“To me, the effect is zero,” he said.

“I know nothing about it and I don’t want to know about it. I’m not worried about it. My life is the same, trying to enjoy my work and my life.”