Switzerland's attorney general has opened the case against the Qatari businessman over concerns that he attempted to bribe ex-FIFA secretary general Jerome Valcke for the rights to show the World Cup on BeIn Sports - the broadcasting company at which that Al-Khelaifi is chief executive.
Al-Khelaifi is a key member of the FIFA World Cup organising commitee.
While Valcke was being questioned, authorities in France, Greece, Italy and Spain searched "properties" as part of the probe, the Swiss prosecutors said. They were assisted by investigators from an anti-corruption unit. It cited cooperation from a European Union criminal investigation agency.
'Multiple premises were searched, assets were seized and interviews were conducted as a result of this joint operation, ' the European justice body said in a statement.
Al-Khelaifi and Valcke previously negotiated a deal for the 2018 and 2022 rights weeks after Qatar won the 2022 hosting vote.
Valcke was sacked by Federation Internationale de Football Association in January 2016 in connection with affairs around World Cup tickets and television rights.
Findings obtained in that process have led to a separate line of inquiry involving PSG president Al-Khelaifi.
Earlier this year, Khelaifi broke the world record for a player transfer fee by signing Brazilian footballer Neymar from Barcelona for €222 million.
The 43-year-old Al-Khelaifi is chairman of Qatar Sports Investments which has invested heavily in PSG.
The proceedings relate to an ongoing OAG investigation into Valcke that began in March 2016 and was opened on "suspicion of various acts of criminal mismanagement".
The Office of the Attorney General of Switzerland (OAG) has also been investigating former Secretary General of FIFA, Jerome Valcke.
The French former TV presenter was in Switzerland on Wednesday to testify at the Court of Arbitration for Sport in his appeal hearing against a 10-year ban by Federation Internationale de Football Association for financial wrongdoing and abuse of expenses. The DoJ has indicted or secured guilty pleas from more than 40 people.