The ACT's new Chief Police Officer Neil Gaughan told ABC radio on Wednesday that investigators had spoken to the Registrar of the High Court and that "enquiries are underway".

However, police would not confirm that an official investigation had been launched.

The ACT director of public prosecutions Shane Drumgold wrote to the Australian Federal Police last week urging them to open an investigation.

Although Deputy Commissioner Gaughan indicated that referrals from the DPP are relatively routine, "we [police] are taking this referral very seriously and will look at it very thoroughly".

"These are sensitive matters and we have to be very careful in the way we go about it," Deputy Commissioner Gaughan said.

"It could be that other jurisdictions outside the ACT could be involved."

No timeline has been provided on when the investigation will be formalised, or any official statements sought.

Through his lawyers, Mr Heydon refutes any allegations of impropriety, predatory behaviour or sexual misconduct.

An independent High Court inquiry conducted by the former inspector-general of intelligence and security, Dr Vivienne Thom, found that Mr Heydon sexually harassed six women who worked as judges' associates during his time on the bench.

Three of the victims are now seeking compensation.

Mr Drumgold recommended that police also investigate Mr Heydon over an alleged incident at the University of Canberra on April 19, 2013, when it is alleged the former judge groped the former president of the ACT Law Society, Noor Blumer, and attempted to kiss her against her will at the university's annual law ball that night.

As a result of its inquiry, the High Court has already sought to address the issue by acting on all six recommendations made by the independent investigation.