Police said Strauss-Kahn was being questioned about his participation in sex parties in Paris and Washington that were paid for by businessmen, Radio France Internationale reported.
Shortly after Strauss-Kahn arrived in Lille, prosecutors said he would not be questioned as a witness but on suspicion of "pimping and misuse of company funds."
Strauss-Kahn, 62, had been considered a threat to replace Nicolas Sarkozy as president of France until he was charged with several sexual assault crimes in New York. The charges were subsequently dropped after prosecutors deemed the accuser was unreliable.
Investigators in France want to know whether he was aware that the women who entertained him in Paris, Washington and elsewhere were prostitutes, RFI said. They also want to know whether Strauss-Kahn knew the women were paid for by funds fraudulently obtained by his hosts.
At least eight people already have been charged in the matter, including three executives of a luxury hotel, a local attorney and a local police chief.
Strauss-Kahn has admitted he has an active sex life, but denies any criminal wrongdoing.