Madagascan administrator Ahmad, 59, was required to undergo questioning "in relation to allegations related to his mandate" as CAF president, a role he has held since March 2017.
FIFA said it is "unaware of the details" of the investigation, which came to light a day out from the start of the Women's World Cup in France.
Ahmad was in Paris for the FIFA Congress, where re-elected president Gianni Infantino said that "nobody talks about scandals or corruption" since his ascension into office.
The governing body stood by that view in a statement.
"FIFA has taken note of the alleged events concerning Mr Ahmad Ahmad, who is being questioned by the French authorities in relation to allegations related to his mandate while President of CAF," FIFA's statement read.
"FIFA is unaware of the details surrounding this investigation and is therefore not in a position to make any comment on it specifically.
"FIFA is asking the French authorities for any information that might be relevant to investigations taking place within its Ethics Committee.
"As a matter of due process, everyone has the right to the presumption of innocence, but as the FIFA President reiterated yesterday, FIFA is fully committed to eradicating all forms of wrongdoing at any level in football.
"Anyone found to have committed illicit or illegal acts has no place in football.
"FIFA is now clean from the scandals that tarnished its reputation and this same determination should prevail in governing bodies such as confederations. FIFA will be at the forefront of ensuring that this is enforced by everyone involved in football."
Ahmad serves as one of eight vice-presidents to Infantino on the FIFA Council.
He was seen attempting to resolve a farcical situation in the second leg of the CAF Champions League final, which was abandoned after a mid-match protest by Wydad Casablanca.