The claim stems from when DiMarzio was a priest in the archdiocese of Newark in the 1970s.
DiMarzio has previously denied any inappropriate behavior.
"As directed by Vos Estis, Cardinal Dolan earlier notified the Holy See of the allegation that was raised concerning Bishop DiMarzio from his time as a priest in the Archdiocese of Newark. On January 7, 2020, the Cardinal received instruction from the Congregation for the Doctrine of the Faith that he is to begin an investigation. As is our practice, the Cardinal will rely on outside professional forensic investigators to assist him in this matter," New York Archdiocese spokesman Joe Zwilling said in a statement.
On Sunday, a demonstration was held demanding he step down as bishop of Brooklyn while the claim is being investigated.
Several advocates and victims of sexual abuse gathered outside St. Patrick's Cathedral.
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