Spain, Portugal and Qatar are being investigated in connection with alleged collusion over voting for the 2018 and 2022 football World Cups.
Spain and Portugal are making a joint 2018 bid, while Qatar is eyeing 2022.
The BBC is reporting that the probe is part of a wider inquiry by world governing body Fifa into alleged breaches of the bidding rules.
Fifa's ethics committee is to report in November after launching separate inquiries into six Fifa officials and two of the bidding candidates.
Collusion between bidding countries is explicitly forbidden by the regulations, but Fifa chiefs have ruled out postponing the December 2nd vote for the 2018 and 2022 World Cup hosts.
England are bidding for the 2018 finals and are competing against Russia as well as joint bids from Spain and Portugal and Holland and Belgium.
Qatar, Australia, the United States, Japan and South Korea are contesting the 2022 vote.
Fifa's investigation will run alongside the ethics committee's probe into two senior Fifa officials who have been provisionally suspended after being caught up in a World Cup cash-for-votes scandal.