Deputy commissioner Bill Daly added the NHL was informed by the Blackhawks' general counsel.
Chicago has hired a former federal prosecutor to conduct an independent review of the allegations, which come after two lawsuits were filed against the club.
The first alleges sexual assault by former assistant coach Bradley Aldrich during the team's 2010 run that ended with a Stanley Cup triumph, while the second was filed by a former student Aldrich was convicted of assaulting in Michigan.
The Athletic was first to report news of the independent review. None of the allegations have been tested in court.
"The reaction whenever you hear allegations like that are concerning, but my first reaction is: 'Tell me the facts,'" Bettman said during the virtual press conference at Amalie Arena in Tampa, Fla. "Once we know what the facts are we're in a better position to evaluate what may or may not need to be done."