Adamu is alleged to have breached Fifa's code of ethics but no further details were provided.
"I don't know (about the investigation)," Adamu told BBC Sport. "I'm not even aware of it."
The 62-year-old also said he had not been contacted by the Ethics Committee about the case.
Adamu was a member of Fifa's executive committee for four years until 2010, when he was banned from all football activity for three years.
He was banned over claims he asked for money in exchange for World Cup votes.
Adamu's suspension expired in October 2013.
He was a high-ranking government official for Nigerian sport for 20 years and was once considered to be a leading candidate to succeed long-serving Issa Hayatou as president of the Confederation of African Football.
Nigerian Amos Adamu is under investigation by Fifa's ethics committee, football's world governing body revealed on Wednesday.