Video posted on social media seems to reveal the Everton player, 25, concerned in a fracas on an avenue.
“At 12:19am (Monday), police obtained a document of a disturbance related to a massive group of individuals on Tunstall Road, Sunderland,” a spokesperson said.
“Enquiries are ongoing to determine the instances surrounding the incident and locate the ones worried.”
They added: “Nobody is thought to have been critically injured and no arrests have been made.”
Everton had in advance confirmed that they may be additionally investigating. The FA is aware of the incident, but it is seen as a membership remember.
“The club has been made aware of an alleged incident regarding one of our players, and we are looking into the matter,” Everton said.
Pickford performed on Saturday as the Toffees beat West Ham 2-zero at London Stadium.
He became the most expensive British goalkeeper in records after Everton paid £25m to signal him from Sunderland in June 2017.
Pickford gained the first of his 17 England caps in November 2017 and went on to comfortable the primary blouse.
At the 2018 World Cup, he played a starring role as England reached the semi-finals for the primary time in view that 1990.
His keep from Carlos Bacca in opposition to Colombia inside the last-sixteen suit helped England win a World Cup penalty shootout for the first time.