The head of the unit, Gunnar Stetler, has confirmed that he is to have a look at information that Sahlin attended the five-day ATP tennis tour event as a guest of the organizers.
"As the media has brought the matter to my attention, I am going to analyse it closer to see if there are grounds for an investigation," said Stetler to the TT news agency.
Mona Sahlin was last week scathing in her criticism of the Moderates' new party secretary Sofia Arkelsten for allowing herself to be bought overseas trips, including a study trip to the south of France funded by the oil firm Shell.
"I think that she has shown terribly poor judgement. And obviously more than once. It is now up to the Moderates' leader to show if he thinks it is reasonable to have a party secretary which has done so," Sahlin said regarding the Arkelsten revelations last week.
Four days after forwarding her opinion on Sofia Arkelsten, Sahlin was in attendance at the Royal Tennis Hall in Stockholm to watch Swiss star Roger Federer win the final, as a non-paying guest.
The final was the fifth consecutive day that the Social Democrat leader and former minister had allowed herself to be treated to complimentary tickets, together with a guest. The total value of her Stockholm Open treat amounted to 7,500 kronor ($1,130).
Among other guests invited by the tennis tournament's organizers, were Supreme Commander of the Swedish Armed Forces Sverker Göransson, but he elected to pay for his tickets himself.
Mona Sahlin has however defended her decision to accept the complimentary tickets.
"There is a considerable difference between an oil firm paying for a trip and hotel for an politician engaged in environmental issues in order to have an influence in a political issue," Sahlin said on Tuesday.
When asked whether she looked forward to the investigation by the anti-corruption unit, Sahlin replied:
"I look forward to the next Stockholm Open and next football international."
Professor Claes Sandgren, chair of the Swedish Institute Against Bribes (Institute Mot Mutor - IMM), and who was critical of Arkelsten's judgement, is not as critical of Sahlin's.
"This benefit comes across as relatively harmless, as it there has been no situation in which influence can be made," he said to the TT news agency.
Sandgren however called for clearer guidelines for the type of complimentary events to which a politician is entitled to accept.
Thomas Wallén at Stockholm Open organizers PR Event, has expressed surprise over the media attention.
"I do not really understand why you can draw attention to such a thing. It is and has been standard practice to have guests of honour at major sporting events," he said.
This is not the first time that Mona Sahlin has been the subject of corruption allegations.
In what later became known as the "Toblerone affair", Sahlin was forced to take a three year break from politics in the mid-1990s after it was revealed she had bought a few thousand dollars worth of personal items, including the famous Swiss chocolate, on her party credit card.
Further investigations showed her personal finances were in disarray with numerous late payments for various outstanding bills.
Sahlin was at the time the party's rising star and a candidate for the leadership after Ingvar Carsson. She eventually took over the party after Göran Persson resigned in the wake of election defeat in 2006.