Press Association Sport understands that Kenya's pool match against Pakistan in Hambantota is under suspicion.
Kenya bowled 37 wides during the match - equalling the record for the number of wides in a one-day international - on the way to a 205-run defeat.
Cricket Kenya's chief executive Tom Sears confirmed they were aware of an investigation but could not comment any further on the matter.
"We have been told to refer all enquiries to the ICC, we are in contact with them and are aware that there is an investigation," Sears said.
"Apart from that we can't say much more other than we will co-operate fully with the ICC over this."
The ICC would not comment on whether an investigation has been launched, saying: "This is a matter for the (ICC's) Anti-Corruption Unit and is not something that we would comment on as a matter of policy."
Kenya failed to win a match at last year's World Cup, losing all six games in Group A.