The girl, Ana Maria Cioaba, 12, was married off Saturday to a 15-year-old boy, Birita Mihai, in a case which has drawn the condemnation of the European Union and human rights groups.
If investigators determine that the marriage was consummated, officials could place the girl in an orphanage, said Serban Mihailescu, a top government official.
Mihailescu indicated that the police investigation was launched in reaction to EU pressure to separate the young couple. Earlier in the day, the EU envoy to Romania, Baroness Emma Nicholson, sent the government by fax an official letter of protest.
"I have already replied urgently to the fax ... that Romanian officials are investigating this event," Mihailescu, the government's secretary general, told private television station Pro-TV. "It may be decided that she (Cioaba) goes to a children's home."
Although the legal age for marriage in Romania is 18, the country generally tolerates the tradition among Roma — as Gypsies are also known — to marry early.
Still, Saturday's wedding was a bit much even here and made the headlines in most of the country's papers.
"They are messing with the life of a human being," said Valentin Militaru, a 23-year-old computer specialist from Bucharest. "Maybe that girl wanted something else out of life — not to marry before she was 13."
As the Balkan country aspires to join the EU in 2007, it is under pressure to enact a series of reforms that would bring it in line with Western European practices.
The wedding attracted attention because Cioaba appeared to be a reluctant bride, reports CBS News Correspondent Richard Roth. As the ceremony began, she stormed out of the chapel, leaving the young groom bewildered and her father distressed.
She later told reporters she did not consider herself to be married.
She returned to the church 15 minutes after storming out, her face sullen. Her father — a self-proclaimed Roma king who also served as the ceremony's minister — and the groom were waiting for her, and the service continued awkwardly.
A police spokesman at the police station in Sibiu, a medieval Transylvanian town where the wedding took place, said that members of the Cioaba family had given statements Tuesday to police.
"We are investigating on charges of sex with a minor," the police officer, who requested anonymity, said.
A child welfare officer told CBS' Roth it so far appears the children were not forced to marry against their wills, by she stressed the case isn't closed.
Each year thousands of Gypsy children are wed in arranged marriages, the girl's father, Florin Cioaba, said.
The family spokeswoman, Dana Chendea, also defended the marriage and said the girl had begun to "resign herself to her fate."
"They spent the (wedding) night together. It was the deal," Chendea said by telephone.
"Nobody asked her whether she wanted it," Chendea said. "It is part of a tradition for Gypsies, and the marriage shows that traditions are respected."