The probe was opened over files which included personal information purportedly from Ms Obama, FBI chief Robert Mueller, vice president Joe Biden, former secretary of state Hillary Clinton and celebrities Beyonce, Jay-Z, and Mel Gibson.
"We are investigating, but we will not comment due to [the ongoing investigation]," said Secret Service spokesman Max Milien.
The website posted what appeared to be reports from leading credit ratings agencies along with personal financial information and social security numbers, the ABC reports.
Celebrities Britney Spears and Ashton Kutcher, along with US attorney general Eric Holder, were also among those affected.
The White House declined to answer questions about the report and the credit rating agencies involved, Transunion, Equifax and Experian, did not immediately comment.
The Secret Service, along with its duties in protecting the US president and his family, is also involved in investigations of financial fraud and counterfeiting.