The party filing the complaint was not named due to privacy concerns.
The district said the joint investigation included interviews with staff members by federal authorities.
"The Department is committed to investigating allegations to determine whether there are violations of federal civil rights laws and will use the enforcement tools at our disposal to protect the safety of students," wrote a Justice Department spokeswoman in an e-mail to CNN.
The federal investigation comes after a string of seven student suicides in less than two years, which stirred public debate over the district's sexual orientation curriculum policy.
Parents and friends say four of those students were either gay, perceived to be gay or questioning their sexuality, and they say, at least two of them were bullied over their sexuality.
It's unclear whether the suicides or the policy are a significant part of the federal investigation. The controversial policy, adopted in 2009, states that staff must "remain neutral on matters regarding sexual orientation" and that "such matters are best addressed within individual family homes, churches or community organizations."
Anoka-Hennepin is the only Minnesota school district known to have such a policy. However, at least eight other states -- Alabama, Arizona, Louisiana, Mississippi, Oklahoma, South Carolina, Texas and Utah -- have statutes specifying varying limits on classroom instruction regarding homosexuality. Tennessee considered similar legislation this year.