(CNN) -- Authorities are investigating a Seattle woman's allegation that she was sexually assaulted by illusionist David Copperfield, two law enforcement sources told CNN on Friday.
David Copperfield's Las Vegas warehouse was raided by FBI agents earlier this week.
An attorney for the magician "categorically denied" the accusation.
But the probe led FBI agents Wednesday to raid a warehouse Copperfield owns in Las Vegas and to search the Las Vegas hotel where he frequently performs.
Attorney David Chesnoff said Seattle police have not given him the name of the woman making the accusation, but he told CNN that the name "wouldn't matter really ... because it's categorically denied as a false accusation, an impossible kind of claim."
"Mr. Copperfield's reputation precedes him as an impeccable gentleman," Chesnoff said.
"So we're obviously disturbed that those kind of allegations are being made, but we believe that that's a common event now, unfortunately, for celebrated people to be to be falsely accused," he said.
"Certainly no one he's ever had a relationship with could ever say that about him," he said. 
Watch a report on the raid and investigation »
Earlier Friday, Seattle police said the FBI raid on the warehouse stemmed from an accusation in a police report filed by a Seattle woman over the summer concerning an incident that allegedly took place in the Bahamas.
They did not specify the type of allegation made against Copperfield.
Glenn Miller, chief superintendent in charge of the detective unit of the Royal Bahamas Police force, told CNN he had no official reports of any incident involving Copperfield.
Agents were investigating a case based in Seattle when they entered the warehouse Wednesday night, an FBI spokesman said.
No other information could be made public about the probe, FBI Special Agent Robbie Burroughs said.
A dozen FBI agents stormed the warehouse and took a computer hard drive and a memory chip from a digital camera system, as well as $2 million in cash that was inside a safe, reported CNN affiliate KLAS in Las Vegas, citing a source close to the investigation.
CNN could not immediately confirm these details.
FBI agents also searched the Hollywood Theater at the MGM Grand Hotel in Las Vegas, where Copperfield performs, said Yvette Monet, a spokeswoman for the hotel's parent company, MGM Mirage.
"We are fully cooperating with the investigation as best we can," she said.
Copperfield earned $57 million in 2005 and the same amount the year before, according to Forbes magazine.
The 51-year-old performs in Las Vegas and around the world, has starred in TV specials, and was named a "living legend" by the Library of Congress.
He was once engaged to model Claudia Schiffer.
According to his Web site, Copperfield began performing professionally at age 12 "and became the youngest person ever to be admitted to the Society of American Magicians. By 16, he was teaching a course in magic at New York University." E-mail to a friend 
Journalist Katherine Barrett in Seattle contributed to this report.
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