Last month, Radio Free Asia said that the Korean squad, apart from two foreign-based players, were subjected to "harsh ideological criticism" after they lost all three matches and conceded the most amount of goals by a team at the World Cup.
"We sent a letter to the football federation to tell us about their election of a new president and to find out if the allegations made by the media that the coach and some players were condemned and punished are true," FIFA President Sepp Blatter told reporters on Wednesday.
"We are doing this as a first step and we will see how they answer."
After starting only their second World Cup brightly with a 2-1 defeat by five-times champions Brazil, North Korea were humiliated 7-0 by Portugal and easily beaten 3-0 by Ivory Coast.
Blatter said the investigation was launched after FIFA executive committee member Chung Mong-joon, from South Korea, had delivered new information on the issue.
Asian Football Confederation President Mohamed Bin Hammam, who recently travelled to the secretive communist nation, said he was hopeful the investigation would prove conclusive.
"There was an unconfirmed report that these players have gone through torture or something like that, but I can't confirm that.
"I haven't seen anything with my eyes or heard anything with my ears. Maybe this FIFA investigation can clear the air."
Blatter, Bin Hammam and Chung were in Singapore to launch the football tournament at the inaugural Youth Olympic Games.
