It is alleged that a 29-year-old woman was raped at La Chambre on Attercliffe Road, Attercliffe, in the early hours of Saturday, October 13, 2018.
South Yorkshire Police said a 25-year-old man was arrested on suspicion of rape and was later bailed pending further enquiries.
Confirming that an investigation into the allegation is under way, the force said: “A 25-year-old man has been arrested on suspicion of rape in Sheffield.
“Police received reports a woman in her 20s had been raped at a property in Attercliffe Road, Sheffield, between midnight and 12.40am on October 13, 2018.
“She continues to receive support from officers.
“The 25-year-old man has been bailed pending further enquiries.”
La Chambre was opened by Sheffield couple Barry and Marie Calvert in 1998 and it recently celebrated its 20th anniversary.
It contains several themed rooms, a bondage dungeon, a sauna and pool.