Sisodia, who is also Vigilance Minister, issued a note to senior officers of Anti-Corruption Branch (ACB) M K Meena and S S Yadav to submit a detailed report on the issue by September 7.
According to media reports, Lt Governor Najeeb Jung has "given sanction to file a chargesheet in CNG Fitness scam".
The deputy CM said that LG was a "potential noticee" by the Commission of Inquiry.
In the note, Sisodia said he was surprised that within a few days of setting up of Commission of Inquiry, ACB has decided to close the investigation by filing chargesheet.
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"In the last few months, there has been a direct interference by the LG in the functioning of ACB. CBI in its report on September 1, 2014 had raised serious questions about the role of the Lt Governor in the CNG scam.
"Before the formation of this government, the probe into this scam were not only going at snail's pace but had almost been buried by denial of prosecution sanction by the LG," Sisodia said in his note.
Last month, the AAP government had formed Commission of Inquiry, headed by retired justice S N Agarwal, to probe the alleged Rs 100 crore scam.
"It is happening for the first time that LG and Delhi government were having different advocates in the same case before the high court. Whereas Delhi government was defending the setting up of Commission of Inquiry, LG through his advocate, was contesting the same," Sisodia said.
The Deputy Chief Minister said in these circumstances, it raises serious suspicion as to why ACB is hurrying up in filing of the chargesheet? Has the ACB examined the "allegations made by CBI in its report against the Lt Governor".
"Which officer took chargesheet to LG? Under which law was this sanction sought? It is a settled position that no one can be a judge in his own case," Sisodia also said in his note to ACB's officials.
He said that if chargesheet was actually "shown" to Lt Governor, why was the Delhi government bypassed?