Officers were sent to the singer's hotel to ask him to explain his actions, a police spokesperson said.
The complaint was filed by a photographer who spotted the singer defacing the wall and later painted over the graffiti, precinct chief Antonio Ricardo Nunes told reporters.
The unidentified photographer also alleged that he, several other photographers and some fans were pushed around by Bieber's bodyguards in front of a police patrol car, but officers did not intervene, Nunes said.
Police said the officers who witnessed the incident are the subject of an internal investigation, TV Globo reported.
The 19-year-old singer's drawings on the hotel wall are similar to those he made last week in a tunnel in Bogota, Colombia, Brazilian websites reported.
Investigators went to the Intercontinental Hotel Tuesday night to speak with Bieber, but the singer was not there because management had asked him to leave due to an unrelated incident, Nunes said.
Bieber is scheduled to leave Brazil Wednesday for Paraguay.
The teen idol performed in Sao Paulo Saturday and in Rio de Janeiro the next day.