Claims have been made to the league that a staff member forged the signature of a player in order for him to be eligible to play in a game against Celtic earlier this season.
The SPFL have not yet established which player is at the centre of the allegations but Kilmarnock could face a range of punishments should they be found guilty, including a points deduction that may put them in serious relegation trouble from the Scottish Premiership.
But Killie manager Allan Johnston said: "This is the first time I've been made aware of it. Everything's fine as far as I know.
"I've told the players to just make sure we're focused for this weekend. I've not spoken to the chairman yet. I'm just concentrating on the team."
The SPFL's rule book demands that clubs act in the utmost good faith at all times when signing or registering players.
According to the rules, registration of player's regulation 72 states: "Any Club which, in the opinion of the Board, unfairly traffics or deals in the Registration of any Player or otherwise abuses in any way the Registration, transfer, or Compensation systems shall be dealt with as the Board may determine."
Kilmarnock are ninth in the Scottish Premiership with 33 points, just two points above the play-off spot with the second-placed team in the Championship.