Claims the officer, known as Inspector 5, had contacted Surrey Police before its detectives interviewed Savile in 2009 were referred to the Independent Police Complaints Commission earlier this year, and yesterday the watchdog announced its own investigation.
It came after a transcript of the interview was published by Surrey Police, revealing how Savile bragged that he had "a collection" of police contacts in Leeds.
He told officers he had been targeted with false claims by blackmailers, and said: "I have up in Yorkshire, where I live in Leeds, a collection of senior police persons who come to see me socially, but I give them all my weirdo letters."
The disgraced broadcaster was quizzed by officers for almost an hour over accusations of a sexual assault against a young girl.
Liz Dux, head of abuse at law firm Slater & Gordon, which is representing 72 alleged victims, said: "The interview shows Savile to be a man with complete disdain and contempt for those that he was purporting to help."