The Journal, citing sources, said agents were trying to find out if Paula Broadwell, author of "All In: The Education of General David Petraeus," or someone working with her had been accessing Petraeus' Gmail, his personal email account.
Petraeus' resignation from the CIA was announced Friday.
Broadwell, a West Point graduate, spent 15 years in the Army, her biography on the Penguin website says. She has a master's from the Kennedy School of Government at Harvard, The New York Times reported.
Broadwell began researching the book while Petraeus was in Afghanistan, where the Times said she went on long runs with him. Sources told the Journal the FBI discovered the affair began after Petraeus retired from the military in August last year and ended several months ago.
James Clapper, director of national intelligence, cited Petraeus' "long illustrious career" in a statement on his resignation.
Both Broadwell and Petraeus are married. In a message to CIA employees, Petraeus cited his 37-year marriage.
"Under his leadership, the CIA remained instrumental in providing our policy makers decision advantage through the best possible intelligence," Clapper said. "I'm particularly thankful for Dave's unwavering support and personal commitment to my efforts to lead the Intelligence Community and integrate our intelligence enterprise."