The 26-year-old France international was being held by Scotland Yard's sex crime squad together with two other men.
Three men have been bailed until September, the Metropolitan Police said today.
A 34-year-old woman alleges that three men raped her on May 6 in west London.
A spokesman for the Metropolitan Police said: "Officers from Sapphire are investigating an allegation of rape which happened on May 6 in the west London area.
"The allegation was passed on to the Metropolitan Police Service by Kent Police on 8 May after the 34-year-old female victim reported it to them on the previous day, 7 May.
"The victim alleges she was raped by three men.
"On the morning of Wednesday, 15 May three men, aged 26, 23 and 22, were arrested at an address in Fulham on suspicion of rape - they remain in custody at a west London police station."
Remy joined QPR in January for £8million but was unable to help the team avoid relegation from the Barclays Premier League.
He is expected to leave the London club this summer, with Newcastle, Arsenal, Tottenham and Liverpool reportedly interested in signing him.
Source: Newcastle United Mad