The 23-year-old was recently withdrawn from Italy's training camp.
Newcastle say Tonali is co-operating with the enquiry.
"He and his family will continue to receive the club's full support," the club added in a statement.
"Due to this ongoing process, Sandro and Newcastle United are unable to offer further comment at this time."
Tonali and Aston Villa's Nicolo Zaniolorecently left Italy training camp for Euro 2024 qualifiers against Malta and England after being told they were involved in an investigation by Italian prosecutors.
Tonali, who has been capped 15 times by Italy, joined Newcastle from Milan in July for £55m.
On Tuesday, Juventus midfielder by the Italian football federation (FIGC) for breaching betting rules.
Fagioli had five months of a one-year ban suspended and was fined 12,500 euros (£10,848).
He also agreed to a therapy plan of at least six months to tackle his gambling problem.
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