The news agency said Meng Hongwei has no public allegations against him, but officials who are under investigation by the Communist Party typically are held for months without disclosure to the public and usually are not given legal counsel.
The French ministry said on Friday that Meng's family had not heard from him since September 25, and the French authorities said his wife had been placed under police protection after receiving threats.
Meng is China's vice minister of public security as well as president of the International Criminal Police Organization.
Earlier Interpol had indicated Meng's disappearance was "for the relevant authorities in France and China" to deal with.More news: South Korea jails ex-president Lee Myung-bak
The Lyon-based global police agency said Saturday it has used law enforcement channels to inquire with China about Meng's status.
China has admitted that missing Interpol chief Meng Hongwei, who disappeared 12 days ago after sending a message to his wife suggesting he was in danger, is "under investigation" by new government anti-corruption unit. Grace Meng says he sent an image of knife that day, she thinks as a warning he was in danger.
The country's interior ministry said they were under police supervision in Lyon after Meng's wife was threatened over the phone and on social media.
The organisation's secretary general, Jürgan Stock, has demanded a "clarification" from Beijing.More news: Newcastle chief Charnley tells fans: Club is for sale
"Mr. Meng has nearly 40 years' experience in criminal justice and policing, having overseen affairs related to legal institutions, narcotics control, counter-terrorism, border control, immigration, and worldwide cooperation", his bio says on Interpol's website.
She read a statement during her press conference in Lyon but would not allow reporters to show her face, saying she feared for her own safety and the safety of her two children.
The South China Morning Post reported that Meng is under investigation in China for unspecified reasons.
After China admitted it had Meng in custody, the paper quoted Beijing-based political commentator Zhang Lifan, who said: "I guess something urgent must have happened".More news: Merkel in Israel says Iran must not obtain nuclear arms
Interpol said Saturday it has made a formal request to China for information about the agency's missing president. The paper, which based its reporting on an unnamed source, said the reason for Meng's questioning was unknown.