Berlusconi, 77, is appealing a seven-year sentence he received in 2013 for paying for sex with Karima "Ruby" El Mahroug while she was a minor under the age of 18, and abusing his office in attempting to conceal the affair.
Prosecutors said El Mahroug, is also under investigation for allegedly accepting bribes to provide testimony favorable to Berlusconi.
Lawyers Niccolo Ghedini and Piero Longo were also identified as under investigation.
Thursday Berlusconi said he would remain in politics and continue the appeal, the Italian news agency ANSA reported.
"I'm here and I'm staying here. I'm staying on the field, more convinced than ever that I have to fight until the end, to see what I deeply believe in prevail," he said.
He remains leader of the center-right Forza Italia party, despite his removal from parliament after Italy's Supreme Court upheld a separate tax-fraud conviction against him.