Slash and singer Scott Weiland, members of rock band Velvet Revolver, are said to have smoked cigarettes at Cardiff International Arena.
Smoking in enclosed public spaces has been banned in Wales since 2 April. Cardiff Council said it was "disappointed" to hear the claims and would be investigating.
Velvet Revolver - made up of three ex-Guns N' Roses members and former Stone Temple Pilots singer Weiland - were performing at the city centre venue as part of a tour of Europe and the Americas - more on this story
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