"We have a committee that ... has started work to uncover the circumstances of the incident," said Ali al-Dabbagh, a government spokesman.
An alleged militia leader was captured along with four other suspected fighters, said Major David Gell, a British military spokesman, on Monday.
"[Those captured] were suspected of serious criminal activity, including kidnap, torture, murder and involvement in roadside bomb attacks on multinational forces and civilians"
Major David Gell, British army
"They were suspected of serious criminal activity, including kidnap, torture, murder and involvement in roadside bomb attacks on multinational forces and civilians," Gell said.
It was unclear whether the suspects worked at the intelligence agency or had taken refuge there.
More than 200 British troops were involved in the raid, along with an unknown number of Iraqi forces, Gell said.
British and Iraqi forces stormed the building without warning, and "the method of entry... was appropriately robust," a British military statement said.
The prisoners were not intentionally released but escaped after the operation, the statement said.
Sunday's raid came a day after Iraqi commandos arrested a suspected militia leader, from whom they gleaned information that enabled them to carry out the operation, the statement said.