The state news agency reported Sunday.
The video shows a woman in a voluminous cloak on her knees screaming and pleading with blue-uniformed policemen, identified as Sudanese, who take turns whipping her across the head and feet.
There is no way to verify the identity of the woman or the location of the event shown on the two minute video.
"The investigation was started immediately after the images of the young woman, being punished under Articles 154 and 155 of the 1991 Sudanese penal code, appeared on the Internet," the judiciary said in a statement.