Corporate Captain reported an altitude deviation while on a STAR.

Narrative

On Day 0 I was the Pilot in Command of Flight XXXX from ZZZ1 to ZZZ. The First Officer was the Pilot Flying. On the decent into ZZZ we were given instructions to descend out of our cruising altitude of FL280 to FL240. After reaching FL240 we were instructed to descend pilots discretion to 6000 ft. Prior to reaching 6000 ft the ATC controller instructed us to descend to 3000 ft. The First Officer (Pilot Flying read back 3000 ft to the controller dialed in 3000 ft in the altitude selector and I the Pilot in Command verified 3000 ft. We were assigned the RNAV GPS XX into ZZZ and were instructed to go direct to ZZZZZ the initial fix for Runway XX into ZZZ. Shortly after reaching 3000 ft; we were queried by the controller to verify our assigned altitude. We verified 3000 ft and stated it back to the controller. At the time we were vectored to our left the controller stating that there were antennas to our right at 3100 ft. After a minute or so we were instructed to go direct to ZZZZZ. After reaching the inbound course to GPS XX we were cleared for the visual approach to Runway XX. We completed the approach; landed and taxied to the ramp. After disembarking the passengers and shutting down the airplane I received a call from a gentleman named Person A from ZZZ Center. He asked me to verify my last assigned altitude of 3000 ft at which time I said that was correct. Person A told me that we possibly had an altitude deviation because the lowest altitude that could be assigned in that area was 3500 ft because of the antennas in the area. Person A stated that they had not listened to the audio between the controller and the pilot; but they received a low altitude alert which would initiate an investigation regarding the incident.