A spokeswoman said: "Three members of Victoria police travelled to Rome last week where Cardinal George Pell voluntarily participated in an interview regarding allegations of sexual assault.
"As a result of the interview, further investigations are continuing."
The allegations span back to the 1970s and 1980s when Cardinal George Pell was a senior priest in the Diocese of Ballarat in the state of Victoria.
He went on to become the Archbishop of Sydney and then Archbishop of Melbourne, before becoming the Vatican's Secretariat for the Economy in 2014.
Cardinal Pell has admitted to Australia's national inquiry into child abuse that the Catholic Church has made "enormous mistakes" in the way it handled paedophile priests and accusations from children.
The cardinal accepted that abusing priests were routinely moved from parish to parish rather than being defrocked, and the word of clergy was often taken as more trustworthy than children claiming they were abused.
He has always denied abusing children himself and has never been charged in relation to any abuse.
A statement on behalf of Mr Pell said: "The cardinal repeats his previous rejection of all and every allegation of sexual abuse and will continue to co-operate with Victoria Police until the investigation is finalised."