The sports minister Dullas Alahapperuma has ordered the investigation and asked for a report on its progress every two weeks, the ministry said in a statement.
Reacting to the controversial claims made by Mahindananda Aluthgamage, legendary former Sri Lankan players Mahela Jayawardene and Kumar Sangakkara, who were also the part of the national squad that toured India for the 2011 World Cup, ridiculed the claim and demanded evidence from him.
"Today I am telling you that we sold the 2011 world cup, I said this when I was the sports minister," Aluthgamage, who was the sports minister at the time, said.
"As a country, I do not want to announce this. I can't exactly remember if it was 2011 or 2012. But we were to win that game," added the politician, who was the state minister of power in the current caretaker government which is in charge until the election to be held on 5 August said.
"I am telling you with the responsibility I felt that the match was fixed. I can debate this, I know people were concerned about this."
The captain of Sri Lanka at that time, Sangakkara, asked him to produce evidence for an anti-corruption probe.
"He needs to take his 'evidence' to the ICC and the Anti-corruption and Security Unit so the claims can be investigated thoroughly," he tweeted.
Jayawardene, who scored a hundred in that game, ridiculed the charge.
"Is the elections around the corner...like the circus has started...names and evidence?" he asked in a tweet.
Aluthgamage said that in his opinion no players were involved in fixing the result, "but certain parties were."
Former World Cup-winning captain Arjuna Ranatunga had also called for a probe on alleged match-fixing in the 2011 World Cup final.