Robert Boyce, of the NYPD chief of detectives, told reporters that the actress had presented a “credible and detailed narrative”.
Earlier, Paz de la Huerta told Vanity Fair that Harvey Weinstein raped her twice in New York seven years ago.
Harvey Weinstein, 65, has denied all allegations of non-consensual contacts made against him.
More than a dozen women have accused the movie mogul of rape and many more have accused him of harassment.
Robert Boyce told a news conference that investigators interviewed an actress and were now looking to gather corroboratory evidence.
“She put forth a credible and detailed narrative to us,” he told reporters.
“We have an actual case here. Right now we are gathering our evidence.”
He added that as Harvey Weinstein was out of the state, police would need a court-ordered warrant if they wanted to arrest him.
NYPD have also been investigating other claims against Harvey Weinstein.
Paz de La Huerta, 33, who played Lucy Danziger in Boardwalk Empire, claims Harvey Weinstein raped her in November 2010 after offering her a lift home.
“It wasn’t consensual,” she is quoted as saying.
The actress claimed Harvey Weinstein raped her again the following month after arriving uninvited at her home.
“I did say no, and when he was on top of me I said, <<I don’t want to do this>>,” Paz de la Huerta is reported as saying.
The actress claims Harvey Weinstein left after promising to give her a stage role.
“I never heard from him again,” she told Vanity Fair.
Meanwhile, UK police investigating Harvey Weinstein are looking at assault allegations from seven women.
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