It was reported on Wednesday that Kheira Hamraoui was attacked in the street on 4 November.
A PSG statement read: "Paris Saint-Germain can confirm that Aminata Diallo was taken into custody this morning by the Versailles Regional Police Service as part of the proceedings opened following an attack on the club's players last Thursday evening.
"Paris Saint-Germain condemns in the strongest possible terms the violence committed.
"Since Thursday evening the club has taken all necessary measures to guarantee the health, well-being and safety of its entire women's team.
"Paris Saint-Germain is working with the Versailles Police to clarify the facts. The club is paying close attention to the progress of the proceedings and will study what action to take."
Hamraoui is in her second stint at the club, having joined from Barcelona in the summer.
Meanwhile, Diallo signed for the club in 2016 and was given a new contract in July.