Police are investigating allegations of fraud against Ukip MEP Nathan Gill.
Officers are reportedly looking into claims whether Mr Gill misused European Parliament allowances and expenses for political purposes.
Police said allegations of fraud made against an Anglesey man were now under investigation.
Mr Gill has been an MEP for Ukip since 2014. He was elected two years later as a Welsh Assembly Member before quitting the party's group in the Senedd.
A spokeswoman for North Wales Police said: "We can confirm we have recently received correspondence concerning allegations of fraud against an Anglesey man.
"That matter is now under investigation."
The probe first began when a complaint was made to the UK's national fraud and cyber crime unit Action Fraud in July.
It was then referred to North Wales Police by the National Fraud Intelligence Bureau on August 11.
Mr Gill has not yet spoken about the matter.
A Ukip spokesman told BBC Wales that the father-of-five had not been spoken to by detectives and no comment could be made when "no facts were known".
Ukip's leader in the Welsh Assembly Neil Hamilton said former Senedd colleague Mr Gill should publicly publish all details of his MEP expenses claims.
"This is taxpayers' money," he added. "We have a right to know how it is spent."
Mr Gill quit his party's group in the Welsh Assembly earlier this week amid an ongoing row about "double jobbing".
Ukip AMs had called on the father-of-five to either resign from his Cardiff Bay or Brussells jobs.
The 43-year-old refused to back down and opted to become an independent AM instead - while also staying on as MEP for Ukip.
Mr Gill later responded to the claims being made against him - branding them "entirely bogus".
In a statement, he said: "I am in no doubt whatsoever these claims have been made against me as part of an ongoing strategy to harry me out of position and to damage my reputation.
"I trust that those wilfully attempting to harm me will face appropriate charges. I find it utterly incredible that this ongoing, baseless and vicious campaign against me is being pursued as a priority by some.
"I wish to make it very clear that I have done absolutely nothing wrong and am well aware of who are behind this latest poisonous and deeply malicious attack."