Lei Yang's family had filed a report with the capital's prosecutors over his death last month in the capital's suburban northwestern district of Changping.
The main prosecutors' office in Beijing said in an online statement that it was investigating five police officers in relation to Lei's death.
According to media reports, Lei was detained on May 7 outside a massage parlour as part of crackdown on prostitution. His family says Lei was on his way to the airport to pick up relatives when he was stopped by the officers.
According to media reports, Lei, 29, had graduated with a degree in environmental science from the capital's prestigious Renmin University and had a daughter just weeks old.
Lei's wife was alerted to his disappearance after relatives waiting for him at the airport called to say he had not shown up. She made more than 40 calls attempting to find Lei, but it wasn't until after midnight that police called the family asking them to go to the police station, where they were informed of his death.