Henderson police confirmed they had received a complaint a user of the app sending inappropriate messages to minors.
A police spokeswoman said they were looking into the incident, but "investigating cyber crime is often made difficult when it appears the offender is based offshore."
"In this instance, the victim and her family have done all the right things, by contacting police and making sure no further contact is made."
Musical.y is a free app that lets users create short lip syncing videos which can be shared online. It also has a chat function so users can chat with one another.
The app is popular with teenagers and is similar to Vine, which is also used to shoot and share short videos.
Help your children stay safe online
• Install software on your computer which either blocks restricted content so your children cannot access certain sites, or monitors activity so that you can review online behaviour
• Know who your children are making contact with online. If they are not your children's actual friends then question their cyber friendship
• know which social networking sites your child is on and what information they are posting
• check that your children understand the dangers of posting personal information on social networking sites
• do not allow your children to use the computer in private areas of your home
• If you or your child becomes suspicious about a person online, stop contact immediately .