The Serious Fraud Office, an independent government organization that is part of the British legal system, requested information as a result of allegations of malpractice (bribery and corruption) in Indonesia and China.
Rolls-Royce said its own investigations had "identified matters of concern" in the two markets and others.
"I want to make it crystal clear that neither I nor the board (of directors) will tolerate improper business conduct of any sort and will take all necessary action to ensure compliance," said Rolls-Royce Chief Executive Officer John Rishton. "This is a company with exceptional prospects and I will not accept any behavior that undermines its future success."
Rolls-Royce didn't speculate as to the possible result of an inquiry by the Serious Fraud Office but said it will cooperate fully with authorities.