The club say the incident took place on New Year's Eve, with West Yorkshire currently placed in Tier 3 of the Government's Covid-19 restrictions.
Tier 3 measures, classed as "very high risk" prevent people from mixing, indoors or outdoors, with people they do not live with or who they are not in a support bubble with.
Trinity have not identified the offence or the players involved but say they are dealing with the matter internally.
"Wakefield Trinity are aware of an incident on New Year’s Eve involving a small minority of our players appearing to breach Tier 3 Covid-19 protocols," read a club statement.
"The club strongly condemn any thoughtless actions that not only put the lives of others at risk, but also potentially subject our brave front line workers to further risks and place additional burdens on an already stretched NHS.
"We are extremely disappointed with the players’ actions and strongly condemn images and videos of players breaching the rules.
"Some people are asking, quite rightly, why these individuals feel they are exempt from following Covid-19 protocols and rules.
"The rules are clear, and our players should be role models to the wider community. The club is now dealing with this matter internally."