Two of the three current executives of the club are under investigation.
The club is cooperating with police after an investigation was launched into transfers.
The registration rights between 2020 and 2021 are being investigated.
The owner and chairman, vice-president and CFO are under investigation.
It is believed that officials raided the offices of Juventus.
Atalanta stunned the Bianconeri in the Italian league.
The prosecutor said the investigation was looking into whether senior managers at the club gave false information to investors and issued invoices for non-existent transactions.
The club was cooperating with the investigators and will clarify any aspect of interest to them.
The club said that it believed it had acted in accordance with the laws and regulations governing the preparation of financial reports, in line with international practice in the football industry and market conditions.
CONSOB is investigating revenue received from player transfers.
