The investigation is being run jointly by the Justice Department, the FBI's Washington field office and the U.S. attorney's office in the District of Columbia, The Washington Post reported Wednesday.
Ensign, a Nevada Republican, admitted last year to having an extramarital relationship with former staffer Cynthia Hampton, and that his parents paid nearly $100,000 to Hampton and her husband, Doug, as a gift. Doug Hampton told reporters Ensign ignored ethics restrictions by helping him get a lobbying job, news reports said.
Rebecca Fisher, a spokeswoman for Ensign, did not say whether the FBI contacted the senator.
"Senator Ensign believes he fully complied with all ethics laws and rules and plans to cooperate with any official inquiries," Fisher said.
Melanie Sloan, executive director of Citizens for Responsibility and Ethics, told the Post she didn't find the FBI probe surprising because of the amount of evidence suggesting wrongdoing. The watchdog group is one of several groups that have called upon Ensign to resign.
"The fact that the FBI is investigating makes clear that no one -- not even a powerful United States senator -- is above the law," Sloan said.
The Senate Ethics Committee has issued subpoenas for documents related to the affair.