"It was with the greatest amazement that Paris Saint-Germain discovered this Friday an article on the L'Equipe website regarding suspicions of match-fixing concerning the UEFA Champions League game with Red Star Belgrade on 3 October, suspicions regarding the alleged actions of bettors from Serbia", the club said in a statement released on their official website.
According to French publication L'Equipe, authorities in France are probing the outcome of the match at the Parc des Princes after receiving information from UEFA.
A Red Star official allegedly placed a bet of almost 5m euros (£4.3m) for the Serbian club to lose by five goals, reported French newspaper L'Equipe.
If placed, the bet would have understandably yielded an extremely large return.
Former Germany worldwide Marko Marin scored a second-half goal for Red Star.
Shortly thereafter, Neymar, completing his hat-trick for the night, scored a free-kick to restore the 5-goal difference and give PSG their 6-1 win. The Serbian club are due to play Liverpool across their next two games in the tournament.
Both clubs have denied any wrongdoing.
UEFA are believed to have alerted the French National Finance Prosecutor (PNF), who are now investigating the event.
BBC Sport has contacted Red Star Belgrade for comment.
It also alleges that some Red Star players were talked into getting involved on the eve of the game, while the alleged corrupt Red Star official had a meeting with PSG chairman and CEO Nasser Al-Khelaifi scheduled that eventually did not take place.
"Today's technologies and other mechanisms are so improved that it is basically impossible to leave this case unsolved". Dzajic added that he knows "absolutely nothing about this - it is not possible, it is untrue".
ARJEL, the body in charge of regulating online gambling in France, told the newspaper it did not notice any suspicious bets on the game.
"Uefa only communicates on specific cases/matches once disciplinary proceedings have been opened and/or decisions have been taken".