The magistrates in Lille are already investigating DSK over his suspected role in a prostitution ring.
A Belgian prostitute has alleged that Dominique Strauss-Kahn and three of his associates gang-raped her in Washington DC in December 2010, French media report.
Prosecutors are now considering whether to expand the current investigation.
A second Belgian prostitute has partially confirmed the witness statement alleging gang rape in Washington, but neither has sought to press charges.
Last year DSK abandoned plans to run as the Socialist candidate for the French presidency after he was accused of attempted rape in New York.
Although the criminal case against him was dropped, the affair sank his hopes of becoming president and forced him to resign as head of the International Monetary Fund (IMF).
In March 2012, DSK was also placed under formal investigation in France over alleged involvement in a prostitution ring.
DSK has admitted attending parties where the authorities believe prostitutes were provided by a gang, but denies knowing that they were prostitutes.
The three associates named in the Lille investigation along with DSK are businessmen Fabrice Paszkowski and David Roquet and policeman Jean-Christophe Lagarde.
The alleged Washington incident also concerns all four.
There has been no comment yet from Dominique Strauss-Kahn or his lawyers about the latest allegation.
A prosecutor can either dismiss the allegation or order a preliminary inquiry to establish if there is enough prima facie evidence to expand the original investigation, the AFP news agency reports.
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