comments as well as a list of names of those who attended the event.
The complaint is made by a member of the public and appears to be based on mistranslated quotes of his English comments.
The letter erroneously says Davies told the audience Washington would help independent organisations research lese majeste "so that they are not afraid".
Ultra-nationalists seized on his remarks and organised a protest led by a firebrand monk outside the American embassy in Bangkok two days later.
Notoriously prickly Thai junta chief Prayut Chan-O-Cha also threatened trade ties with Washington if the ambassador repeated such criticism.
Like all foreign envoys, ambassador Davies has diplomatic immunity so it is unlikely the probe will lead to an arrest. However, Thailand can rescind his credentials at any time.
The US embassy could not be immediately reached for official comment.