Malaysian Home Minister Syed Hamid Albar said Anwar need not fear an investigation if he isn't guilty, Bernama news agency reported.
"Justice must be done to ensure the people feel safe and protected," the minister said.
The Malaysia Star reported Anwar, who took refuge in the Turkish Embassy in Kuala Lumpur after the accusation, has filed a defamation lawsuit against his 23-year-old former aide Saiful Bukhari Azlan.
Denying the sodomy accusation, Anwar's petition claimed the complaint was designed to harm him politically, the report said.
The Financial Times reported Anwar agreed to leave his embassy refuge after being assured of his safety.
The episode points to a side of Malaysian politics in which such accusations are often used in power struggles, the report said.
Anwar was imprisoned on sodomy and corruption charges in 1998 during a power struggle with former Prime Minister Mahathir Mohamad, the Financial Times report said. That conviction was overturned in 2004.
The government has dismissed Anwar's allegation of its involvement in the latest case.