Lutsenko, a close ally of jailed pro-Western former prime minister Yulia Tymoshenko, is a key figure in the protest movement locked in a two-month confrontation with Ukraine's President Viktor Yanukovych.
"Today I received notice from the SBU security service about a case against me over 'an attempt to overthrow the constitutional state,'" Lutsenko said in remarks published on his official website late yesterday.
He said the investigation was linked to a call he made for the creation of an alternative parliament to be established under the name People's Rada.
No official confirmation of the investigation was immediately available. The security service declined comment.
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However, the Ukrainska Pravda news website published a letter from Ukraine's security services asking media to hand over video of Lutsenko at a January 22 protest in Kiev.
Ukraine's opposition wants parliament, dominated by the ruling party, to amend the constitution to introduce curbs on presidential power.
Protests erupted in November after Yanukovych rejected an association agreement with the European Union under pressure from the Kremlin and the ensuing unrest has claimed several lives.
At the time he spoke to riot police and tried to persuade them to change sides.
"You're protecting with your bodies the gang who robbed the country. You used to be the country's pride, but there's mafia behind your backs now," he said.
Lutsenko was convicted of arranging illegal work-related benefits for his chauffeur and jailed for four years in 2012.
He was pardoned by Yanukovych under EU pressure last year.