Sachenbacher-Stehle was expelled from the Winter Olympics on Friday after testing positive for a banned stimulant during the Games, sending shock waves
through German sport.
The athlete said she consumed the substance accidentally in a dietary supplement, adding she was living through the "worst nightmare you can imagine".
Germany's chef-de-mission at the Games, Michael Vesper, said Munich prosecutors had conducted searches in Ruhpolding, the Bavarian base of the German biathlon team, and at the athlete's home.
"It is necessary to investigate the environment in which this happened," he said. "We will cooperate with the prosecutors and it is right that they are acting."
He said that Sachenbacher-Stehle had told an IOC disciplinary commission before being escorted out of Sochi by German officials late Friday that she had unintentionally consumed the banned substance in a dietary supplement.
But he added: "For us it is incomprehensible why such an experienced athlete should expose herself to such dangers" by taking such supplements.
He said while dietary supplements were not illegal, the German team had warned athletes against taking them as they can be contaminated or contain banned substances.
He said Sachenbacher-Stehle was "shattered" and that the "ground had been pulled from under her feet". Nothing suspicious had been found in the searches.
The athlete had explained that she obtained the products from a "mental trainer", he added, adding this individual was not part of the German team.
The German Olympic Sports Confederation (DOSB) confirmed Friday that Sachenbacher-Stehle's "A" and "B" samples from a test in Sochi on February 17 tested positive for the stimulant methylhexanamin.
Sachenbacher-Stehle, 33, spent most of her long career as a cross country skier before switching to biathlon, which mixes cross country skiing and shooting.
It was as a cross country skier that she won gold in the 4x5 km relay in the Salt Lake City Games of 2002 and then gold in the team sprint in Vancouver 2010.
According to German media reports, the investigation opened by Bavarian prosecutors is into persons unknown and not against Sachenbacher-Stehlepersonally.
The Italian Olympic Committee said it had thrown Italian bobsledder William Frullani out of the Games after he tested positive for a banned substance.