During a sentencing hearing at the Newcastle District Court on Thursday, Hayne continued to profess his innocence.
"I didn't do it," he said.
Hayne's lawyers on Friday, lodged paperwork in the Court of Appeal.
A spokesperson for the courts confirmed Hayne's legal team had filed a notice of intention to appeal in the NSW Court of Criminal Appeal.
It is not known what the grounds of the appeal will be, but Hayne has continued to profess his innocence, despite a jury of seven men and five women finding him guilty of both charges of performing oral and digital sex on the woman without her consent on NRL grand final night in 2018.
A female supporter in the public gallery yelled "you're innocent" as Hayne was sentenced on Thursday.
Outside court, a group of his supporters clashed with reporters as tempers flared.
Disgraceful scenes after Hayne jailed
There were violent scenes outside the Newcastle Court House after Hayne was sentenced on Thursday.
One of his supporters was labelled a "disgrace" by police after he appeared to spit on the ground in the victim's direction as she left the court.
The same supporter then made unfounded allegations about the woman, who was 26-years-old at the time of the rape, to the press and had a running verbal battle with one female reporter.
A violent brawl also erupted as a group of friends and family attempted to shield Hayne's wife as she walked out of the courthouse.
Several of them waved umbrellas and formed a scrum around Amellia Bonnici as she attempted to get into a waiting car.
One photographer told NCA NewsWire that he was punched in the back of the head and placed in a headlock.
"It's a reflection on them, it's absolutely disgraceful and disgusting," NSW Police Detective Inspector Eugene Stek said.
Where to get help:
• If it's an emergency and you feel that you or someone else is at risk, call 111.
• If you've ever experienced sexual assault or abuse and need to talk to someone call the confidential crisis helpline Safe to Talk on: 0800 044 334 or text 4334.
• Alternatively contact your local police station
• If you have been abused, remember it's not your fault.