The prosecutors' office said the alleged acts took place in the eastern town of Dekoa between 2013 and 2015. The United Nations revealed the accusations last week.
100 victims testify
The UN did not give details on number of the alleged victims, their ages, or the number of soldiers involved.
The investigation was opened on Friday, a day after the UN said more 100 victims had come forward with horrifying new accounts of sexual abuse by UN peacekeepers and French troops based in the war-torn country.
Most of the victims were underage girls.
They included accusations that French soldiers in the Sangaris force had in 2014 forced young girls to commit sex acts with animals in return for money.
Burundi, Gabon troops
Apart from French troops, the accusations concern soldiers from Burundi and Gabon who were serving in the UN peacekeeping force in Central African Republic (MINUSCA), also between 2013 and 2015.
AIDS-Free World, a civil society group that tracks peacekeeper sex abuse cases, said three girls told a UN rights officer that they were tied up and undressed by a French commander inside a camp and forced to have sex with a dog.
The girls were then allegedly given about eight euros in payment.