The Victoria Cross recipient was arrested in April and charged with murdering or ordering the murders of five unarmed detainees while deployed in Afghanistan between 2009 and 2012.
The former SAS soldier has promised to use the upcoming trial to clear his name.
Appearing before a parliamentary budget hearing on Tuesday, the head of the Office of the Special Investigator, said he was surprised the media had knowledge of the arrest of Roberts-Smith.
Chris Moraitis said the war crimes investigator and the Australian Federal Police had written to the National Anti-Corruption Commission to investigate.
"It's matter that concerns me. The media seem to have been privy to things, and therefore we're taking steps to ascertain what happened there," he told the hearing on Tuesday night.
"We believe there's an unauthorised disclosure.
"It surprised me that that would happen, because we're usually pretty good on keeping a low profile."
When asked how the media might have known about the arrest ahead of time, the director general responded: "Good question".
The federal corruption watchdog has yet to respond to the agencies' request.
Mr Moraitis also revealed the investigator had tried to contact Attorney-General Michelle Rowland about the arrest ahead of time, but the message had gone to a voicemail.
The investigator's director of investigations Ross Barnett said the agency had carried out careful planning for the arrest, and the choice to arrest Roberts-Smith at Sydney Airport was needed.
"In this particular case, the operational planning process did not support the option of an arrest by appointment," he said.
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