Mr Roberts-Smith has strongly denied the allegations.

Deputy Commissioner Ian McCartney told a Senate estimates committee on Wednesday afternoon it had begun investigating the matters raised in a 60 Minutes episode, which aired on Sunday, alleging Mr Roberts-Smith had hidden USB sticks in his backyard containing evidence of serious misconduct.

Mr McCartney would not clarify whether federal police were now in possession of all the USB sticks, which are purported to contain classified documents and photos.

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"The AFP does have access to some material [on the USB sticks] - some of that material was actually, as acknowledged in the media article today, was referred to the AFP by the journalist in question and also by his newspaper," Mr McCartney told senator Kristina Keneally.

"My preference is not to provide a running commentary."

Senator Keneally asked the deputy commissioner whether further aired allegations, regarding the intimidation of witnesses during the Brereton inquiry, were also being looked at.

Mr McCartney would not comment on specific matters but said the investigation, which is deemed sensitive, was being treated seriously.

"It is an ongoing investigation, but what I can say is that some of the allegations that have been raised are serious," he said.

"It's being treated as a priority."

Nine's current affairs program 60 Minutes and newspapers reported on Sunday the federal law enforcement agency had obtained the USBs, which contained evidence of the allegations in question.

The reports also included alleged secret recordings of a man, purported to be Mr Roberts-Smith, who indicated he was indebted to Seven Media and Australian War Memorial chair Kerry Stokes for funding his defamation case against Nine following reports alleging he committed war crimes in Afghanistan.

Mr Roberts-Smith has consistently denied the allegations and again repeated the latest allegations were false. He also claimed he had not been given the right of reply before broadcast.

Paintings of the former SAS solider, who is considered one of the country's most decorated military figures, remain on display in the Australian War Memorial following the allegations.

The collection consists of one two-metre portrait of Mr Roberts-Smith pretending to hold a pistol as well as displays of uniforms he wore while in service.

The war memorial has remained firm on its stance of not taking any gallery displays down or putting anything up following the Brereton report's release.

A memorial spokesperson said on Tuesday displays wouldn't change until the investigation was completed.

"Any outcome of an investigation that impacts on content presented in the memorial's exhibitions," the spokesperson said.

Its director Matt Anderson last week said the galleries could change if allegations are proven and prosecutions undertaken.

"We start with the presumption of innocence," Mr Anderson said last week.

"[Veterans] want whatever the outcome is, when that outcome is known, to be told, but to be told in the context of Australia's longest war - and that's what we're going to do."

The contents of new galleries, set to built in its $500 million expansion, are expected to include displays of more recent conflicts, including Australia's engagements in Afghanistan.

Mr Anderson said it would be decided in consultation with the public, including advisory bodies representing veterans.