The incident took place in Grafton Close between 2am and 6am on Sunday (June 16).
The area around Gleneagles Social Club was cordoned off this morning (Monday).
Staff at Vicarage Farm Pre-School, based at the community centre there, were told they could not enter the building.
They apologised to parents for the inconvenience and said they had been told normal service would resume tomorrow.
No further details were available from police at this time.
In a brief statement, a police spokesman said: “We are investigating a sexual assault in Grafton Close which occurred early yesterday morning between 2am and 6am.”