The News of the World tabloid published pictures of Warne standing in his underpants while a blonde and a brunette, both topless, fooled around with a blow-up sex toy.
The weekly tabloid also ran explicit text messages allegedly from the spin bowling ace, who is facing an expensive divorce battle with his wife Simone.
The threesome allegedly happened on Thursday night in a plush London flat -- before the 36-year-old racked up some more impressive figures the following morning, taking seven for 99 against Middlesex, his best performance yet for Hampshire.
Coralie Eichholz, 25, hailed Warne's innings. "Shane blew our minds. He was so fit. I'd give him top marks for more than satisfying us," she said.
"He was talking dirty all the time. It was full on, hardcore and we had a great time. In the trouser department, he was above average.
"I've known him for years but nothing happened before because I knew he was married," said the New Zealand-born brunette.
"But since his split he's been texting like mad. He even sent me one during a match."
Blonde television presenter Emma Kearney, also 25, said Warne had likewise bowled her over.
"Shane's a stallion and very willing to experiment. He loved playing around with the inflatable and was up for anything," she told the tabloid.
Warne has had several well-publicised extra-marital sexual escapades.
The leg spinner has taken responsibility for the failure of his marriage which has been blamed on a string of dalliances with young women which reportedly occurred since he moved to England to play county cricket last year.
After the 10-wicket win over Middlesex, Warne admitted he was feeling the strain. He said in an interview: "If I'm honest, I'm tired out."