Real Madrid fans rallied around star striker Kylian Mbappe on Thursday as the France captain battles a media frenzy linking him to a rape investigation in Sweden.

Swedish prosecutors on Tuesday confirmed an investigation had been launched -- without naming Mbappe -- following an alleged rape at a plush Stockholm hotel on October 10.

Media in Sweden had reported the French superstar was the target of the probe following his two-day visit to the capital last week, which Mbappe and his lawyer have denied.

For Juan Castro, a 72-year-old Real Madrid supporter, the press reports are merely "fake news" that "make no sense".

"He's a pretty intelligent person who has lots of ability, he isn't going to make a mistake as stupid as this," the pensioner told AFP outside the club's Bernabeu stadium.

Fellow retiree Marcelino Alvarez connected the rumours to Mbappe's acrimonious departure from and ongoing wrangling with former club Paris Saint-Germain.

Mbappe says the French giants owe him 55 million euros ($60 million) in unpaid wages and linked the media reports to this week's hearing in the case.

"This was an opportunity to attack Mbappe. All this comes from PSG, from filth... Hoaxes must be proven," said Alvarez, 88.

"All this is a set-up, because Kylian Mbappe is very famous," added Jorge Costa Laberia, a 58-year-old former fisherman.

Yssouf Soumahoro, a 42-year-old civil administrator visiting the Spanish capital from Ivory Coast, admitted the news was "surprising" but remained cautious as justice takes its course.

"As Real Madrid fans, we trust him. We think he's right," he told AFP.

Although Swedish authorities have not confirmed Mbappe's involvement in the alleged rape, the media storm has disappointed some Merengues supporters, including 18-year-old student Mateo Baez.

"It seems a very disgusting incident and the club should intervene in the matter, because this cannot happen," he said.

"It's very serious that he's accused. For that reason I don't back him, it seems really bad."

Celia Mejia, 28, conceded the affair had spoiled her trip to Madrid from the northwestern region of Asturias, even if nothing had been proven.

"If it's true that Mbappe did that, he should be punished... Being a big fan of the team, coming here, it disappoints us massively," said the care worker.

Real Madrid fans voted Mbappe their player of the month for September, with the striker saying he was "very happy" in a video shared by the club on Thursday.