Ku Chin Wah, Kuala Lumpur's police chief for criminal investigations, said police were investigating the complaint.
No formal charges have been made.
Police declined to identify who made the complaint but the opposition Keadilan party said that Saiful Bahari, one of Anwar's aides, had been arrested on Saturday and "forced" to make a statement saying Anwar had sodomised him.
Anwar was ousted from government in a power struggle in 1998 amid charges of corruption and sodomy.
"I fear for my safety ... my friends are very concerned for my safety. I was beaten to near death when I was in detention
Anwar Ibrahim, Malaysian opposition leader
He was convicted on both charges the following year and served six years in jail before the sodomy conviction was overturned.
The fresh accusations, Anwar says, are "dirty tactics" to cover up evidence of government misconduct and evidence tampering.
"I have ... made it known that I have in my possession, documents implicating the inspector-general of police and the attorney-general in misconduct, including the fabrication of evidence in the cases launched against me in 1998 and 1999," he said.
"I fear for my safety ... my friends are very concerned for my safety. I was beaten to near death when I was in detention ... but they [the authorities] have given a flimsy statement that I will not be arrested for now."
Abdullah Badawi, Malaysia's prime minister, denies Anwar's charges.
"The government has no intention of wanting to make life difficult for him or to harass him," Abdullah said.
Ismail Omar, Kuala Lumpur's deputy police chief, confirmed a sodomy complaint had been lodged but said Anwar would not be arrested "at the moment".
"We will investigate this report first. We will look into it and carry out the necessary steps before issuing any warrant of arrest," AFP news agency quoted him as saying.
If eventually charged, Anwar could face 20 years in prison.
Param Cumarasamy, the former UN special rapporteur on the independence of lawyers and judges, says the government's handling of the incident will be carefully scrutinised, both by the Malaysian public and by the international community.
"It is just not Anwar that is going to be on trial here. Once again, the entire institute of justice is going to be on trial," he told Al Jazeera.
"The question which will be asked, is whether Anwar will receive a fair prosecution."
Anwar led an alliance of opposition parties to unprecedented gains in elections in March, wresting a third of parliamentary seats and five states from the ruling Barisan Nasional coalition.
Since then he has claimed he has the support of enough members of parliament to form a new government.