A source close to the investigation told AFP that Cisse, a former Liverpool and France striker, was one of four people held by police.
The source added that it expected Cisse to be "quickly exonerated".
It is alleged that Cisse was part of a group that attempted to blackmail Valbuena by claiming to have a sex tape of him and his partner.
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A source close to the investigation, being conducted by police in Versailles, said: "The existence of an intimate video has not been proven."
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