Brazilian Brandao was arrested on Tuesday morning at his home in Cassis and was being held for questioning in Marseille.
The sources added a young woman had accused Brandao of sexually assaulting her at a motorway rest area after he offered to drive her home from an Aix-en-Provence night club last week.
French champions Olympique Marseille issued a short statement on their website.
"OM have been informed this morning by Brandao that he could not be present at the club today," the club said.
"Olympique Marseille will not comment on this private matter and reminds that everyone is innocent until proven guilty."
Brandao, 30, joined from Shakhtar Donetsk in 2009, netting eight goals in 30 Ligue 1 appearances last season.
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