The investigation follows a letter of complaint from the Consumers' Association pointing out that Apple's iTunes online store sells a digital song for €0.99 (67p) in France and Germany, but 79p in the UK.
A spokeswoman for Apple said: "The underlying economic model in each country has an impact on how we price our downloads. That's not unusual - look at the price of CDs in the US against those in the UK. We believe the real comparison should be with the price of other music download sites in the UK."