Kenny joined npower Championship outfit Leeds during the summer and was replaced as the west Londoners' number one by Rob Green.
The England international endured a nightmare debut following his move from West Ham, with a blunder for the first goal putting Swansea on course to a 5-0 victory in the season's opener.
Press Association Sport understands Kenny sent abusive text messages to Rigg and Fernandes late on Saturday night and in the early hours of Sunday morning, mocking the result and Green's performance.
Rigg is also understood to have received calls up until 3am on Sunday, leading him to make a complaint to Leeds.
Asked about the issue today, QPR boss Hughes said: "It doesn't go anywhere from here.
"There was some text messages and telephone messages, which were to Tony Fernandes and our technical director, Mike Rigg.
"We felt they were inappropriate. We didn't make a formal complaint, I think Mike just got in touch with Leeds just to make them aware of the situation and just to acknowledge that actually it did occur.
"But we didn't make a formal complaint, it was just two individuals."