"I have eaten this week in two or three restaurants that are so-called illegal restaurants with a number of ministers," a man introduced as an organizer of a secret party says in the TV report by channel M6.
The Paris prosecutor's office launched an investigation on Sunday.
"The aim of the investigation is to verify whether parties were organized in violation of health regulations and to determine who the organizers and participants may have been," it said.
The report, which was broadcast on Friday evening, shows, for one thing, a secret high-end restaurant in Paris open despite the coronavirus measures.
Restaurants in France were closed at the end of October because of the pandemic. "People who come here take off their masks," says an unrecognisable staff member. "Once you are through the door here, there is no Covid."
The report also shows a party at a posh establishment where people don't wear masks and don't observe distancing rules.
The coronavirus situation in France is extremely tense, with new nationwide restrictions only coming into force at the weekend.
Under the hashtag #OnVeutLesNoms (We want the names), people have been expressing their outrage online about the scenes shown.
If ministers or parliamentary members violated the rules, they would have to be fined and punished, Marlene Schiappa, minister delegate at the Interior Ministry, said on French television.
Interior Minister Gerald Darmanin had asked the police prefecture on Sunday afternoon to "verify the veracity of the reported facts in order to prosecute, if confirmed, the organizers and participants of these clandestine dinners."