Portuguese anti-corruption police are reportedly investigating Bebe's move to Manchester United.
United boss Sir Alex Ferguson admitted that he had never seen the striker play before signing him in August 2010.
However, the authorities are looking into claims that half of the £7.4m fee paid to Vitoria Guimares has not been accounted for, according to The Times.
It is thought that the Red Devils are innocent as police investigate the situation.
The forward is currently on loan at Turkish club Besiktas.