The commission is launching its probe following parents' complaints and a report by the human rights commission in the western state of Michoacan.
The national commission said in a statement Sunday that the principal and teachers of a public school in the city of La Piedad ordered the children to take off their clothes on Sept. 23 when they were searching for money that had gone missing in the classroom.
The commission sent staff to interview the students and other local authorities.
Phone calls to the elementary school seeking comment Sunday went unanswered.
