New York-based independent and non-profit ProPublica, which is known for its investigative reporting mostly on health-related issues, in its latest report claimed that at the time of being fired, Bharara was overseeing an investigation into health-related stock trades made by Price.
The story is based on sources and the White House has not commented on the allegations.
Bharara was fired this month after he refused to resign as being asked by the Department of Justice along with 45 other US attorney, all of whom were appointed by the previous Obama Administration.
Allegations against Price trading in health-related stocks first came in during his confirmation hearing for the position of Secretary of Health and Human Services.
"The investigation of Price's trades by the US Attorney's Office for the Southern District of New York, which hasn't been previously disclosed, was underway at the time of Bharara's dismissal, said the person," ProPublica said, quoting unnamed sources.