AGDP on Thursday took to his Twitter account to confirm the investigation probe.
"The Spanish Data Protection Agency has opened an investigation against Facebook in order to examine the possible harm caused to the Spanish users," AGPD tweeted.
According to Russia's Sputnik News Agency, the Cambridge Analytica received the personal information from Aleksandr Kogan, a Cambridge University psychologist, who harvested the data through a special app called "this is your digital life."
Earlier on Thursday, it was reported that social networking site Facebook has breached the personal data of around 87 million users including Indians by sourcing the information to Cambridge Analytica. (ANI)