The delegation consisting of senior party leaders A.K. Antony, Ahmed Patel, Ghulam Nabi Azad, Anand Sharma, Mukul Vasnik, Jairam Ramesh, Randeep Surjewala, Rajeev Shukla and Vivek Tankha reached the CAG office around 11 a.m.
According to the party, the delegation would also submit a memorandum seeking the probe.
The party has already held a series of press conferences on the issue, raising several questions on the deal done by the Modi government with France to purchase the fighter jets.
The government has, however, denied all the allegations.
The move is seen as an effort by the party to raise the pitch over the issue ahead of the Assembly polls later this year and the parliamentary elections in 2019.