Facebook is under investigation in the US to determine whether it has "stifled competition and put users at risk".
The new action was announced by New York state Attorney General Letitia James on behalf of a coalition of representatives from several states.
"Even the largest social media platform in the world must follow the law and respect consumers," said Ms James.
Facebook, which has more than a billion users worldwide, has not yet responded to the announcement.
"We will use every investigative tool at our disposal to determine whether Facebook's actions may have endangered consumer data, reduced the quality of consumers' choices, or increased the price of advertising," said Ms James.
State officials from Colorado, Florida, Iowa, Nebraska, North Carolina, Ohio and Tennessee are part of the investigation, as well as the district of Columbia.
Facebook already face a separate anti-trust investigation by the US Federal Trade Commission.
Facebook has previously claimed it is not a monopoly and said consumers can choose how to connect with friends online.