Apple Computer is under investigation by the European Commission for charging UK iTunes customers more than users in France or Germany.
Downloading one track costs UK customers 79p
A Commission spokesman confirmed it had made an "informal request" to Apple to gather information.
Consumers' group Which? complained when it found that UK iTunes users paid 20% more and were barred from the French and German sites.
The Office of Fair Trading referred the Which? complaint to the Commission.
"There is indeed an investigation on our own initiative. We have made informal requests to Apple just to gather information. It is at the early stages," a Commission spokesman told Reuters press agency.
UK - 79p
Germany & France - 99 cents (68p)
US - 99 cents (51p)
Canada - 99 cents (41p)
Price per one track download
Phil Evans, principal policy adviser at Which, said the group had re-filed a complaint with the Commission last week as it was unclear how formal the investigation would be.
He added that the move would ensure "it talks to us" during the course of the probe.
"We don't expect price changes as a result of the investigation but we do expect to be able to shop around," he said.
Mr Evans added the investigation would "probably go away if there was one price across Europe and iTunes stopped blocking other sites".
UK iTunes customers pay 79p to download a song, whereas users in France and Germany pay 99 cents (68p).
Apple was unavailable for comment.
However, in September last year, the group defended the price differential saying that "the underlying economic model in each country has an impact on how we price our track downloads".
"That's not unusual - look at the price of CDs in the US versus the UK," an Apple spokesman said at the time.
"We believe the real comparison to be made is with the price of other track downloads in the UK."