
The 36-year-old woman claimed the policeman, thought to be from the district serious crimes unit, committed the act while they were alone in a room.
In her police report, the woman claimed the policeman took her to the room after she had given her statement, undid her handcuffs and ordered her to perform the act.
She said she was sent back to the lock-up after the incident and warned not to talk about it.
Selangor police chief Arjunaidi Mohamed said there were no cameras in the room and statements were being recorded from police personnel on duty that day.
Asked whether a policewoman had escorted the complainant to the room, he said investigations were underway.
He said the woman and her husband were suspects in a robbery case and were being held on remand.