All three clubs confirmed the searches and said they were collaborating with authorities.
Some homes and two law firms also were raided by authorities.
Part of the investigation is related to the transfer of players.
Sporting Lisbon said in a statement the investigation is related to alleged irregularities from 2011-14. It congratulated authorities’ efforts to promote transparency in Portuguese soccer.
Sporting Lisbon leads the Portuguese league after seven matches. Benfica is third and Santa Clara eighth.