Meng is the first Chinese national to head the Interpol throughout its 95-year history.
Meng's wife contacted police in Lyon, the French city where the worldwide police cooperation agency has its headquarters, after not hearing from him since his departure on September 29, police sources said.
Details about the case are still emerging; as for where Meng is believed to have gone missing, a source tells Agence France-Presse, "He did not disappear in France".
CNN is awaiting a response from the prosecutor's office in Lyon, France, where the worldwide crime fighting and police cooperation agency is based. Meng's wife reported her husband's disappearance to French authorities because she has been living in France with their children, Europe 1 reported. Neither did a spokeswoman for the Lyon prosecutor, which oversees investigations in the region.
Hongwei, 64, was elected president of Interpol in November 2016.
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News of the investigation into Meng's disappearance came during a weeklong public holiday in China.
In July a year ago, Meng gave a speech on the importance of cracking down on cyber crime which observers said might reflect China's views on the issue.
That would be a stunning reversal for Meng, who was elected to head Interpol two years ago precisely at a moment when China was seeking worldwide help to arrest corrupt officials.
The president of global police group, Interpol, has allegedly gone missing after he went to China. Amnesty International said Meng's rise to the international office was "alarming given China's long-standing practice of trying to use Interpol to arrest dissidents and refugees overseas". He's seen here during a the Interpol World Congress in Singapore last July. China has labeled Isa a terrorist but has not provided public proof.
Interpol did not immediately respond to requests for confirmation.