The civil rights inquiry seeks to identify employees who have been subject to harassment.
According to prosecutors, company documents will be seized as part of the investigation. These include documents relating to complaints about harassment and how such complaints were handled.
The Weinstein Company, which is based in New York, has come under intense pressure over the scandal and fired Harvey Weinstein from its board earlier this month.
More than two dozen women, including Angelina Jolie, Gwyneth Paltrow and Rose McGowan, have made a number of accusations against the film producer.
Harvey Weinstein, whose films have received more than 300 Oscar nominations, has “unequivocally denied” any allegations of non-consensual sex.
Meanwhile, LAPD announced its first investigation involving Harvey Weinstein in California.
Elsewhere, in London, police say Harvey Weinstein is accused of assaulting three women in separate incidents in the late 1980s, 1992, 2010, 2011 and 2015.
Officers are looking into claims they were attacked in Westminster, Camden and west London.
No arrests have been made over any of the allegations, police say.
Meanwhile, Matt Damon said he became aware of Harvey Weinstein’s alleged harassment of Gwyneth Paltrow in 1999.
In an interview with ABC News, the actor said: “I knew the story about Gwyneth [Paltrow] from Ben [Affleck], because he was with her after Brad [Pitt], so I knew that story.”
In the same interview George Clooney, whose big-screen break was a Weinstein film, said it is “beyond infuriating” that “predator” Harvey Weinstein was “out silencing women”.
On October 23, at a film premiere in Los Angeles, George Clooney spoke about the need to believe women who speak out about assault.
“Maybe this is the watershed moment, where we believe women, where they feel safe that they can talk about what they’re experiencing,” he said.
George Clooney and Matt Damon join the list of Hollywood stars who have spoken out to condemn Harvey Weinstein.
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