Reports claimed that Sandro played all the 2014-15 season without a work permit and will not be allowed back into the country until he sorts out his paperwork.
The club says Sandro is currently on holiday in Brazil and has not been deported as has been suggested by newspaper reports.
“The club is aware of today’s story in The Sun newspaper regarding Sandro and the Home Office,” said a statement.
“Whilst the club is in dialogue with the Home Office in a bid to resolve the matter, it is not in a position to comment further at this time.
“However, the club can clarify that Sandro is currently on holiday in Brazil – but wasn’t deported as suggested in the article.
“The club will be making no further comment.”
The Home Office has suspended QPR’s licence to sign non-EU players until the matter is resolved.
Sandro, who has been capped 17 times, moved to Loftus Road from Tottenham in £10m deadline-day move in September 2014 and has two years remaining on his contract.