Former European Union chief diplomat Federica Mogherini was detained on Tuesday as part of a fraud investigation, Belgian news agency Belga reported.
Two further suspects were taken into custody as police carried out searches at the European Union's diplomatic service in Brussels and at an elite university in Bruges, the European Public Prosecutor's Office (EPPO) said in a press release.
Suspects' homes were also searched, the statement said.
The European External Action Service (EEAS) and the College of Europe are at the centre of a probe into suspected fraud in relation to a training course for diplomats funded with EU money.
Mogherini, a former Italian foreign minister, currently serves as the director of the European Union Diplomatic Academy and the rector of the College of Europe. She previously served as the head of EEAS.
The two other suspects are a former EEAS secretary general and the College of Europe's deputy director, Belga reported.
According to EPPO, the College of Europe was tasked by EEAS with implementing a training programme for junior EU diplomats following a tendering process.
The ongoing probe focuses on whether the university or its representatives knew about the selection criteria in advance, or knew that they would be awarded the project before the tender notice was published, EPPO said.
"There are strong suspicions" that financial rules were breached and that confidential information was leaked, the prosecutors said. "The investigation is ongoing to clarify the facts and assess whether any criminal offences have occurred."
EPPO stressed that all persons involved are presumed innocent until proven guilty.
