|Emiliano Sala was presented as a Cardiff City signing days before|
Dalman confirmed the French club are threatening legal proceeding, however they're seeking "clarification" on the problem.
Sala's body was recovered from the wreckage of a crashed plane last week.
Dalman also issued robust backing to Neil Warnock over his connection with football agents, believing people have had "knives out" for Cardiff's manager.
Sala had been travelling to Cardiff in a light aircraft piloted by David Ibbotson that went missing over the English Channel on 21 January.
A fundraising appeal to fund an underwater search for the pilot has been set up.
Cardiff town owner Vincent Tan has boosted funds by donating £50,000 of his own cash towards the appeal.
Confirming the Nantes action, Dalman said: "Of course, if we are contractually duty-bound to pay them then of course we will. we are an honourable club.
"But if we aren't - and there are some anomalies in that - then sure you would expect me as the chairman and guardian of this club's interests to look into that and hold our position. that's what we do.
"We are still in the process of gathering information and that process will be in progress. And when we reach a level where we have enough information, i'm sure we will sit down with nantes and move forward."
Dalman says Cardiff are looking to get a full image of events.
"They [Nantes] have asked for what they believe is the cash due to them and there's a process and they have initiated that process," he added.
"What we are saying is, that we aren't in agreement with that process given the extraordinary events that have taken place and the tragic circumstances. we aren't making any positive or negative statements.
"We are simply saying, please understand there are lots of questions which need to be answered and that is what we try to do."