"No decisions will be taken against any of the players before concluding the investigation," EFA president Samir Zaher told FilGoal.com
Zaher added that Egypt technical staff has banned any international player from making media statements.
Mido made a sensational claim on Tuesday that his Wigan teammate tried to spread a false rumour about the former's alleged outburst at being benched in the 1-1 draw with Zambia.
Mido vehemently denied an outrage as he blasted his compatriot, who refused to reply, citing Shehata's request as the main reason behind his silence.
Zaher also confirmed that the investigation will include an inquiry about a number of players who allegedly went partying following the Zambia clash.
"If proven that the players went partying, it will prove that they don't respect the fans' sadness at drawing the game," Zaher added.