NRL.com has been told the NRL is aware of the videos that were published on social media platform TikTok and have since been deleted, in which Cleary dances with friends of his sister.
The NSW representative was fined $10,000 and suspended for one match by the NRL on Tuesday for bringing the game into disrepute after photos were published of him with several of the women on a lounge. Sixty per cent of the fine and the match ban will be suspended for the remainder of the season.
Cleary was one of four players alongside fellow big name Blues Latrell Mitchell and Josh Addo-Carr to be served with breach notices for breaking social distancing rules, with players given five days to respond to the notice.
Punishments originally served by the NRL could be increased or reduced pending the players' response.
When asked about the photo on Tuesday, Cleary told Channel Nine that he was in contact with the women, which he identified as friends of his sister, for "no longer than 10 minutes" after they stopped by his house while they were waiting for a lift.
"In the time they were here there was a photo that was taken that I had no idea about until this morning," Cleary said.
"As a role model in the community this obviously is not good enough.
"I shouldn't have done it. I stuffed up."
Under current NSW laws people cannot have anyone in their homes besides those who live there on a permanent basis.
The NRL said all players needed to be aware of the high risk involved in breaking social distancing laws.
"We take this matter very seriously. I know a lot of our players are doing the right thing and if they're not they'll face sanctions," Acting NRL CEO Andrew Abdo said.
Former Panthers general manager Phil Gould, who wanted to see Mitchell and Addo-Carr suspended for the remainder of the season for their recent camping trip antics, offered little sympathy for Cleary.
"No excuse. Serious breach. Granted Nathan says the incident was not planned, which obviously differs from the Josh/Latrell situation, however, players need to be vigilant," Gould said in a tweet.
"They need to protect themselves, their teammates, and the game. For mine, blanket penalties should apply."
Gould added the NRL could ill afford any further players being caught breaking social distancing laws in place.
"What I do know is that the more instances made public, the less likely it will be that Govt will permit a restart of competition," Gould said.
"The players were warned. They were given strict guidelines. They have caused a huge issue for the code. Huge ramifications for their future careers."