The State Protection Office told prosecutors that Mr Walesa had not returned classified documents after being voted out of office last year.
Mr Walesa denied the allegations. "I do not have any documents marked as classified," he said.
Ryszard Kucinski, spokesman for the Warsaw prosecutor's office, said his office had launched an investigation. He refused to say what the documents were about.
Mr Walesa said that he had returned all the documents before leaving his post.
"On the other hand, one has to remember that as president I was reading a lot of such documents every day and obviously I never acknowledged receipt of anything - neither when I was receiving nor when I was returning them," he said. "So this is a ridiculous accusation that one can always make."
Mr Walesa, a Solidarity hero who led the drive to topple the former Communist regime, lost his re-election bid to Aleksander Kwasniewski last November.Reuse content