Investigators raided eight French clubs last week, including Auxerre, as part of an investigation into alleged corruption within their transfer system.
"We have been alerted to the fact there is an investigation and we want to become a party to it so we have access to whatever information is available," said the Liverpool chief executive.
"We are not suggesting anything untoward has taken place, but the fact there is an investigation means it is prudent for us to know exactly what's happening.
"We want to ensure our position is protected and be kept informed if we have been victims here. If there has been any wrongdoing, we want to know about it."
Liverpool have appointed Belgian lawyer Jean-Louis Dupont to monitor the French probe into the £14m transfer. Dupont is the man behind the Bosman case which changed the football transfer system.