Chief anti-corruption prosecutor Alf Johansson said he would be looking at why betting odds on Transtromer winning the prize went from 13-1 to less than 2-1 in the hours before the award was announced on Thursday.
Sofia Hjaertberg of the Swedish division of bookmakers Ladbrokes said such a swift change in the odds was unprecedented.
Stressing that no formal inquiry had been opened, Johansson told AFP, "We just want to inform ourselves about the situation."
He said he would be looking at the operation of betting and data from the Swedish Academy which awards the prize.
Academy member Per Wästberg told Sweden's TT news agency that he did not believe in a leak.
The daily Dagens Nyheter recalled that rumours of a leak had arisen in 2008, when Ladbrokes stopped taking bets on winner Jean-Marie Gustave Le Clezio.