At least two manufacturers of smartphones and other devices have been asked to submit records to a grand jury in New York, although it is not clear when the inquiry started, according to the New York Times.
The social network is accused of sharing private data with around 150 companies ranging from Amazon and Apple to Microsoft and Sony.
“It’s already been reported that there are ongoing federal investigations, including by the Department of Justice,” Facebook said.
“As we’ve said, we’re co-operating with investigators and take those probes seriously.
“We’ve provided public testimony, answered questions, and pledged that we’ll continue to do so.”
Last year, Facebook denied disclosing the contents of private user messages to third-party firms, the latest in a growing list of data scandals to hit the company.
Documents obtained by the publication claim to show the social network allowed Microsoft’s search engine Bing to see the names of “virtually all” Facebook users’ friends without consent, while Netflix and Spotify were able to read users’ private messages.
Facebook has previously said many of the features were “experimental and have now been shut down for nearly three years”, but insists it never allowed third-party services to read messages.
The site is already being sued in the US over the Cambridge Analytica incident, which exposed the data of millions of users.