Pena Nieto has become embroiled in the investigation of Emilio Lozoya, the former chief executive of Mexico's state oil firm Petróleos Mexicanos, or Pemex.
Lozoya is accused of corruption related to a wide-ranging bribery and money laundering case involving Brazilian construction firm Odebrecht SA. Lozoya, who was arrested in Spain last week, has denied wrongdoing.
The Mexican attorney general's office did not immediately respond to a request for comment.
Pena Nieto, who completed a six-year term in 2018, could not immediately be reached for comment. He had previously denied receiving bribes from Odebrecht.
(Reporting by Mexico City Newsroom; Editing by Richard Chang)
epa07112356 Mexican President Enrique Pena Nieto takes part in the 17th Mexico Business Summit 'Facing the strategic challenges of Mexico and the Region', at the Guadalajara Expo, in Jalisco, Mexico, 22 October 2018. Pena Nieto warned that the Central American migrants of the caravan heading to the United States who do not respect the law will be unable to reach the country or remain in Mexico.
EPA-EFE/Francisco Guasco 