The probe centred on the period 2000-2011, during Sir David Murray`s stewardship of the club. The former chairman said in November he had instructed legal advisors to submit a complaint to the Crown Office regarding the publication of information relating to his tax affairs.
The firm Levy & McRae said in a statement: "He has asked that this matter is investigated and that anyone found guilty of breaching the law is the subject of prosecution."
A police spokeswoman said: "Following instructions from the Crown Office, an investigation is ongoing into the circumstances surrounding the alleged leaking of confidential information relating to the Rangers tax case. It would be inappropriate to comment further at this time."