The dispute is believed to surround Fulham head coach Rene Meulensteen publicly stating his interest in Ravel Morrison.
Morrison is a January transfer target for Fulham as they bid to stave off relegation from the Premier League.
Meulensteen revealed after Tuesday's FA Cup win over Norwich City that a bid had been rejected by Upton Park officials.
"We got knocked back," the Dutchman explained.
"We will review it and move on. I've left it with (chief executive) Alistair Mackintosh.
"I've explained how I think about the situation so I have to wait and see."
Meulensteen went on to express his hope that a deal would be completed, with the Premier League revealing on Wednesday that West Ham have lodged a complaint against Fulham.
A Premier League statement read: "The Premier League has received a complaint from West Ham United regarding certain comments made by a Fulham official and is currently looking into the matter."
