State prosecutors in Rio said Adriano appeared with his lawyer for questioning on suspicion of financial dealings with the "Comando Vermelho" (Red Command) gang run by Fabiano Atanasio da Silva, which controls several of Rio's slum districts.
An official said there were "strong indications" that the player, who has not been included in Brazil's World Cup squad, had given money to the dealer, also known as FB.
Prosecutor Alexandre Themistocles has supported a police application to lift bank secrecy rules on Adriano's bank accounts and to examine his telephone records.
Media reports say Da Silva is also wanted for his alleged involvement in the shooting down of a police helicopter on October 17, 2009, in which three police officers were killed.Adriano, 28, was regarded as one of the world's best strikers but is struggling to recover his reputation after his game was affected by injuries and reported alcohol and personal problems.The former Inter Milan striker is hoping for a return to Serie A with a move from Rio club Flamengo to AS Roma.