The officials and lawyers also interviewed judges and obtained campaign-donation records, the Philadelphia Inquirer said.
The focus of the investigation is unclear, but sources said authorities asked about fixing cases and giving campaign donors favors.
Authorities said the prosecutors subpoenaed the financial disclosures of Municipal Court Judges Joseph O'Neill, Dawn A. Segal, and Craig M. Washington, Common Pleas Court Judge Angeles Roca and Municipal Court Judge Joseph C. Waters.
A spokesman for the U.S. Attorney's Office declined to comment.
"We can neither confirm nor deny the existence or non-existence of an investigation," she said.