Although the Fiji Muslim League rejected the claims, police criminal investigation department director Luke Rawalai told AFP they were "taking this very seriously".
He said Fijians joining the Taliban would violate the Pacific island country's counter-terrorist laws and it would be treated as "a major crime".
Police received information about Fijian members of the Taliban "through our sources. We are investigating through our channels overseas," police spokesman Inspector Atunaisa Sokomuri said, naming Interpol as assisting in the investigation.
A Taliban spokesman in Pakistan also told AFP five weeks ago that they had "welcomed some people from Fiji" to their ranks late last year.
However, the Fiji Muslim League said that while some Fijian Muslims had gone to Pakistan to pursue their Islamic studies they were not aware of any connections with the Taliban movement.
League president Hafizud Dean Khan said he did not understand why the Taliban would claim it had Fijian members "unless it is aimed at boosting their international image.
"Muslims in Fiji have no reason to be oppressed as our country has allowed peaceful existence for all faiths," Khan told the Fiji Times.
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