The European Anti-Fraud Office raided the Luxembourg premises of the ECA last month – although neither body will confirm the incident.
The raid, which has gone largely unnoticed amid reports of the Brexit negotiations, is understood to be related to an ongoing investigation into the expenses claims of a Belgian official.
It forms one of around 220 open investigations by the fraud office into the misuse of EU funds.
The ECA has failed to sign off the EU’s accounts since 1994, claiming they are “materially affected by error”.
Brexiteer Tory MP Andrew Bridgen said: “When the EU is having to continually investigate itself it suggests all is not well in Jean-Claude Juncker’s federalised fantasy land.
“Thank goodness we’re leaving this busted flush of a bloc behind.”
The fraud office courted controversy when it refused requests to release a report relating to the 2015 VW “dieselgate” scandal.
VW had received a £350million loan from the EU’s bank to develop emission-reducing efficiencies, but was found to have cheated.
It later emerged the EU knew about the scandal but kept silent until US regulators acted.