"In all they piled in well over six figures and now unless the share price has a spectacular recovery, they've lost most of their money," the source told the Sun.
"This was going on in the background in the long build-up and during the tournament. It was a constant theme and caused no end of niggles and moaning. It was terrible for morale and pretty scandalous.
"A few of the boys put in money to the tune of tens of thousands of pounds. Sam Burgess invested the most and was furious when the price went down so much.
"The guys who invested heavily in it on this bloke's advice were pretty irate about it. These fellas are not skint but they're not (EPL) footballers and can't afford to be losing that much money."
The England RFU said it is investigating the claims.
"The RFU takes the allegations extremely seriously. It is an internal matter and we are taking the appropriate action," a statement said.
Burgess' decision to return to the NRL has been met with mixed reaction in England.
Clive Woodward, the mastermind coach behind the country's 2003 Rugby World Cup success, has used his Daily Mail column to criticise the country's governing body for the way they handled his transition.
"I said last week that Sam Burgess is not to blame for this mess and I stand by it," he wrote.
"But with his return to rugby league we've reached one of the all-time lows and most embarrassing points in English rugby history."
Meanwhile, Burgess has reportedly been blocked from bidding farewell to his rugby teammates at Bath.
Burgess called captain Stuart Hooper to organise a time to pop into training, only to be told not to bother.
"If someone doesn't want to be there you don't want to put the club or the players into that uncomfortable situation," Bath owner Bruce Craig explained in The Sunday Times.
"Sam was put in a very difficult position. We didn't bring Sam Burgess in to be a centre at Bath.
"He has had some serious pressure from his family and friends, and probably he has questioned whether his original decision was the right one."
Elsewhere former England international Paul Ackford made his views rather succinct in the newspaper, where the headline read "My message to Sam Burgess: goodbye, good riddance."
- AAP