NBC News reported that police found prescription painkillers in the singer’s possession following his sudden death in Minneapolis last week.
Officials have yet to say what role, if any, those drugs may have played.
A post-mortem last week discounted suicide – but a medical examiner said full results could take several weeks.
Prince, 57, was found dead in a lift on his Paisley Park estate on 21 April.
There was no sign of trauma on the body, Sheriff Jim Olson said, suggesting the singer had died alone.
The DEA will be working to “determine such things as where the medications came from, and what prescriptions Prince had obtained,” NBC reported.
There have been suggestions the star was addicted to the painkiller Percocet, which he had been taking since 2009 to relieve hip pain.
His former percussionist, Sheila E, told the news agency Prince had suffered the effects of years of jumping off speakers on stage while wearing high heels.
However, claims of drug dependency have been refuted by the singer’s long-time lawyer, L Londell McMillan.
Although Mr McMillan admitted that Prince may have taken pills to manage pain, he said the musician was “not on any drugs that would be any cause for concern”.
Prince had been rushed to hospital in Illinois six days prior to his death, while flying home from a concert in Georgia, but was treated and released a few hours later.