Deputy Chairman P J Kurien told Swamy, who took oath as a Nominated member on Tuesday last, "if you have given a privilege notice, there is a rule".
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The notice will be first examined by Chairman Hamid Ansari and if he finds a prima facie case, then the notice will be referred to the Privileges Committee, Kurien said.
Earlier in the day, Swamy tweeted: "Today I will seek to move a Breach of Privilege (motion) against Ghulam Nabi Azad for his falsely stating in the RS that the UPA had blacklisted Finmeccanica."
On April 27, Azad had said in the House that the UPA government had "blacklisted" AgustaWestland company.
"So, I would like to ask this question from the Government. A company, AugustaWestland company, which was blacklisted by the UPA Government, why did Modi Government allow this blacklisted company to take part in 'Make in India'?," Azad had said.
After laying of papers during the Zero Hour today, Jairam Ramesh (Congress) said he has given a notice for a discussion on the Gujarat State Petroleum Corporation (GSPC) scam in Gujarat.
Kumari Selja (Cong) wanted to know why the mike of one member (Swamy) was on even when the Deputy Chairman was on his feet.
To this Kurien said, Swamy's mike was on because he had asked him to speak.
"He had asked about his privilege notice... He has every right to ask," he added.