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The maker of cigarette brands including Dunhill and Lucky Strike said in a statement that it intends to cooperate with the investigation. It did not provide any further details.
Last year, the tobacco giant said that it had appointed an external law firm to conduct a full investigation into historical allegations of misconduct in Africa. At the time it also said that it was liaising with the SFO.
Earlier this year, BAT announced that it had created a board sub-committee to monitor matters relating to that investigation. It also said it had started a project in 2016 to review and strengthen its compliance procedures.
BAT, which is one of the UK's biggest companies, has been under scrutiny since a BBC One Panorama investigation in 2015 accused the company of bribing senior politicians and civil servants in a bid to sabotage anti-smoking laws.
The allegations by whistleblowers from the company, and supported by court documents, related to BAT's operations in several African countries.
Paul Hopkins, who served in the Irish Special Forces before working for BAT, claimed in the programme that he broke the law for the tobacco firm. "I was a commercial hitman," he said in an interview that was broadcast.
Under the UK Bribery Act, British companies can be prosecuted for bribery even if it takes place overseas. And anti-smoking campaigners at the time demanded that the SFO launch a criminal investigation into BAT.
Additional reporting by news wires.
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