Tenant claims he paid rent to the previous owner

[Amardeep G.]

So I just purchased my first rental property in early March.  We had assumed that the tenant had paid rent to the previous seller for March and did not inquire regarding rent for that month (it was factored into the concessions we asked for and the ultimate purchase price).    

This month, my property manager informed me that when she spoke to the tenant he indicated that he paid rent for March and April to the previous owner.  This obviously raised some red flags because - why would he do that?  Nevertheless I checked with the seller through my real estate agent and the seller denies receiving rent for either March or April, meaning we are owed rent for two months.  

The PM is following up with tenant, but I don't see a good outcome either way.  Even if he changes his story and says that he will now pay, that means he was lying before.  If he maintains that he paid, then we will need to ask for documentation (and I suppose it is possible the seller is being dishonest).   

All you experienced LLs out there - how would you handle this?