The former featherweight and lightweight champion, who has a history of getting into trouble with the authorities, is in police custody, Ann.az reports citing AFP.
A statement from the Bastia prosecutor's office to AFP news agency read: "Following a complaint filed on September 10 in which events that could be classified as attempted sexual assault and sexual exhibition were denounced, Mr. Conor Anthony McGregor was the subject of a hearing by the gendarmerie services, in custody police."
McGregor has not fought in the UFC since his victory over Donald Cerrone in January.
The 32-year-old claims he has retired from mixed martial arts but there are rumours he could make a comeback for a potential blockbuster rematch against Khabib Nurmagomedov.
McGregor has been in the city of Bastia training for a 180km voyage to raise awareness of water safety.