Interior minister Nisar Ali Khan ordered the probe, saying "the facts are different" after controversy erupted over release of Shahbaz Taseer, 33, who was recovered on Tuesday from Quetta nearly five years after he was kidnapped from Lahore in August, 2011.
Khan was furious over confusion surrounding Shahbaz's release as he was officially informed that Shahbaz's release was secured after a successful intelligence-led operation in Kuchlak area near Quetta.
The minister set up a committee and asked it to submit its report within two days.
Private media reported, quoting a restaurant owner that a bearded man in dirty clothes walked in, ate at his eatery and asked him for a phone to make a call following which paramilitary forces took the man away - giving rise to speculation that Shahbaz was left at a roadside restaurant by his captors.
Yesterday amid joyous scenes, Shahbaz was reunited with his family here after nearly five years in captivity. He was flown to Lahore from Quetta in a special aircraft, a day after being recovered from the restive Balochistan province.
He was abducted by gunmen months after his father Salman, known for his liberal views, was killed by his police commando Mumtaz Qadri for opposing the country's controversial blasphemy laws.