Toney is facing punishment after he was charged with 262 counts of betting breaches over a four-year period.
The 26-year-old Englishman is alleged to have committed the offenses between February 2017 and January 2021.
Reports emerged from various tabloids earlier this week that Toney has accepted majority of the charges and is set to be banned from football for six months.
But the former Newcastle United striker has been left bewildered by the reports after being told details of the investigation will be kept confidential until the final outcome.
"I was shocked and disappointed to see press speculation yesterday and today about the FA investigation process concerning me after I have been told by the FA that it is a confidential process until any decision has been made," Toney wrote on Instagram.
"It is especially disturbing for me to read that the FA is saying I shall be banned from football for six months before there has even been a hearing, and it does make me worried about the process.
"My lawyers will be writing to the FA to request that they conduct a leak inquiry as this is the second time stories have appeared in the newspapers - the last time was just before the selection of the England World Cup squad," added the striker, who was called up by England last September but did not make the subsequent World Cup squad.
"As I continue to be told the investigation is meant to be confidential, I am unable to provide any further comment. I shall continue to concentrate on my football."
Toney has scored 14 goals in 21 Premier League games for Brentford this season.
