Meng's wife, who lives in Lyon, where Interpol is based, contacted the police after not hearing from her husband after leaving for the trip.
Meng Honqwei the president of Interpol has been missing since late September.
French police sources told Reuters their investigation was into what is termed in France a "worrying disappearance". In Beijing, the foreign and public security ministries did not immediately respond to calls and faxed requests for comment Friday.
CNN is awaiting a response from the prosecutor's office in Lyon, France, where the global crime fighting and police cooperation agency is based.
In a statement, the organization said: "This is a matter for the relevant authorities in France and China".
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There was no further word on Meng's schedule in China or what prompted his wife to wait until now to report his absence.
The president of global police group, Interpol, has allegedly gone missing after he went to China.
Interpol, which coordinates worldwide policing efforts, says it is aware of media reports in connection with Hongwei's disappearance. He was due to serve until 2020. Amnesty International said Meng's rise to the international office was "alarming given China's long-standing practice of trying to use Interpol to arrest dissidents and refugees overseas".
Meng, 64, was formerly China's deputy minister of public security, and has previously served as director of the country's coastguard and deputy head of the Chinese state oceanic administration. Interpol's day-to-day operations are overseen by its secretary general.
Interpol's main function is to provide a mechanism for police forces in different countries to notify each other of wanted suspects.
Meng is the first Chinese national to head the Interpol throughout its 95-year history.