The Muttahida Qaumi Movement (MQM) yesterday claimed that senior party leader Farooq Sattar's coordinator Aftab Ahmed died while he was in Rangers' custody in Karachi.
42-year-old Ahmed, a father of five, was arrested from Karachi some weeks go.
The army said in a statement that General Sharif ordered the probe so that justice is done in the case.
Following the order, the Rangers said it has suspended an unspecified number of officials for their "suspected involvement" in Ahmed's death.
The post-mortem report has not been issued.
MQM had been complaining that it is being targeted as part of the military operation launched in 2013.