Tan Sri Azam Baki, chief of the Malaysian Anti-Corruption Commission, said they would gather information from the parties involved, New Strait Times newspaper reported.
The investigation came after Tourism, Arts and Culture Minister Tiong King Sing claimed there was "a culture of corruption" among a number of immigration officers at the airport.
Malaysian media last week reported the minister had arrived at the airport to help a female tourist from China, who was allegedly asked to pay several thousand ringgit to be allowed entry into the country. (RM1,000 = US$214)
Malaysia’s Prime Minister Anwar Ibrahim on Sunday said a thorough investigation would be conducted and the issue will be brought up in the upcoming Cabinet meeting on Wednesday.