Following their 3-0 league defeat by champions Chelsea on Monday, West Brom left for a warm-weather training camp in Barcelona to prepare for Saturday's FA Cup fifth-round clash against Southampton.
"The club can confirm that four senior players were involved in an incident during this week's mid-winter training trip to Spain," the club said in a statement without elaborating.
"The club has instigated its own investigation into the incident and the players will be subject to the full rigours of our internal disciplinary procedures. "Until such time as that investigation has been completed, the club will not be making any further comment."
It's alleged that the, as yet un-named squad players took a taxi from the Eixample area of the Catalan capital to a McDonald´s fast food restaurant in the port area of the city and finding the same taxi unoccupied without the driver decided to drive the car back to their hotel.
Alan Pardew's relegation-threatened side are at the bottom of the league table with three wins, 11 draws and 13 losses in their 27 matches.
Earlier this week, West Brom sacked chairman John Williams and chief executive Martin Goodman after the club's poor results this season.