Di Luca was cleared of involvement on July 12 in a separate criminal inquiry into a four-year-old doping probe called the "Oil for Drugs" case that was conducted in the east-coast town of Pescara.
CONI issued a statement Friday saying it would decide whether to sanction Di Luca after reviewing evidence from the new investigation. It is not known if the new investigation is related to "Oil for Drugs."
"The new judicial inquiry makes the verification of the facts, and if possible the acquisition of the evidence, indispensable before making a decision," CONI prosecutors said.
It was not clear what prosecutor's office will take the case or in what town it will be heard.
"It's news to me," Di Luca told the ANSA news agency on Friday. "I know absolutely nothing."
Di Luca's lawyer, Federico Cecconi, told ANSA he did not know what the new investigation was about.
"At the moment, we haven't received any communication on proceedings other than those thrown out by the Pescara prosecutor's office," Cecconi said.
Di Luca and several other Italian athletes are being investigated by CONI for allegedly receiving doping products from Italian doctor Carlo Santuccione.
Santuccione and another doctor were scheduled to be questioned by CONI prosecutors on Thursday, but decided not to attend. Since the doctors are no longer licensed by the Italian cycling federation, they are not required to do so and the hearing was canceled.
Di Luca, who denies involvement in the case, risks a ban of up to two years if found guilty by CONI. He could also face a prison term based on the outcome of the criminal investigation.
Former world champion pole vaulter Giuseppe Gibilisco was banned for two years by CONI last month for his alleged role in the case. He is appealing the decision.