It was opened after Meng's wife went to police to report her husband missing.
Interpol, which groups 192 countries and which is usually focussed on finding people who are missing or wanted, said it was aware of reports about Meng's "alleged disappearance".
Meng Hongwei, Interpol's president, boarded a plane and arrived in China, according to a French judicial official.
As of Friday, Meng was still included in the list of leaders on the Chinese public security ministry's website.
Hongwei's family have not heard from him since September 25, the ministry added, earlier than the September 29 date police sources had previously reported. According to the French newspaper, the global organization believes that Hongwei was detained by Chinese law enforcement officers for short time.More news: India vs West Indies: Kuldeep Yadav turns commentator after Rajkot Test win
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At the time, human rights organizations such as Amnesty International expressed concerns that Beijing could use Interpol to arrest dissidents and refugees overseas.
"Exchanges with Chinese authorities continue", the ministry added. Rights groups expressed concern at the time that Beijing might try to use Meng's position at the body to go after dissidents overseas.
At the time, Amnesty International called Meng's appointment "at odds with Interpol's mandate to work in the spirit of the Universal Declaration of Human Rights". His term is due to run until 2020.
Billionaire Guo Guangchang, chairman of one of China's biggest private-sector conglomerates Fosun, also vanished from public view in 2015 in connection with an investigation by authorities, and then re-emerged.
Xi has also placed a premium on obtaining the return of officials and businesspeople accused of fraud and corruption from overseas, making Meng's position all the more sensitive.
Meng's wife, who has remained in Lyon with their children according to police sources, was receiving protection, it said.