Prosecutors for Brazil's Federal District, which includes Brasilia, the capital, said in a written statement that they will look into whether the firm, through its partnership with Sao Paulo-based consulting group A Ponte Estratégia Planejamento e Pesquisa LTDA, illegally used the data of millions of Brazilians to create psychographic profiles.

Calls to CA Ponte, as the partnership is called, were not answered.

Prosecutors from a specialized data unit will look into whether there were security breaches that allowed the firm to illegally access personal data.

Regulators and lawmakers in the United States and Europe have demanded an explanation of how the consulting firm, which worked on U.S. President Donald Trump's election campaign, gained access to data on 50 million Facebook Inc users in order to build voter profiles.

Reports on Monday said that the firm may have improperly gained access to the data, and Cambridge Analytica has since suspended its chief executive Alexander Nix, while Facebook CEO Mark Zuckerberg has said his company made mistakes in its handling of user data.

By many measures, Brazil is Facebook's third largest market.

(Reporting by Ricardo Brito; Writing by Gram Slattery; Editing by Leslie Adler and James Dalgleish)

By Ricardo Brito