Britain's Office for National Statistics wants an explanation from government after Prime Minister Tony Blair revealed a fall in sensitive unemployment figures a day before the data were published.
Ministers are given access to economic indicators ahead of time but are barred from commenting until after publication.
"We have seen reports that the Prime Minister made remarks about the unemployment figures in advance of their publication," the ONS said in a statement today.
"The National Statistician is looking into the circumstances and has been in contact with the Cabinet Secretary (the government's top civil servant). We will make a further statement shortly."
Speaking to an annual meeting of union leaders yesterday, Blair said: "Tomorrow, I think, we will probably see for the first time in some months a fall again in unemployment."
The data duly showed today the number of people claiming jobless benefit fell by 3,900 in August, the biggest fall in 18 months.
Despite Blair's direct reference to the following day's figures, the prime minister's spokesman said he was talking about the trend in unemployment in general terms.
"But if people have concerns, then clearly we'll take that into account for the future," he told reporters.
Conservatives leapt on his slip, seeking to heap more pressure on an embattled prime minister who has said he will stand down within a year and received a hostile response from at least some of his union audience on Tuesday.
"Tony Blair has made an irresponsible gaffe. Important economic data should not be blurted out at meetings with trade unionists," Conservative treasury spokesman George Osborne said.
Finance Minister Gordon Brown - hotly tipped to replace Blair within months - pledged last year to give the ONS full independence from government. It is operationally independent but reports to the Treasury, prompting accusations of political interference from opposition politicians.