Spanish police entered the Madrid headquarters of the ruling Socialist Party on Wednesday to demand documents as part of a corruption investigation into Spain's former Prime Minister, judicial sources said.

The operation comes after former Socialist prime minister José Luis Rodríguez Zapatero was placed under formal investigation last week, in one of many corruption cases piling pressure on Prime Minister Pedro Sánchez's government.

READ MORE: Spain's former PM under investigation for influence peddling

Agents from the UCO, a specialised unit of Spain's Guardia Civil handling complex and sensitive investigations, went to the party's headquarters on Wednesday to demand the documents, according to a judicial source, confirming a report by the El Confidencial newspaper.

The operation is linked to an inquiry into alleged irregularities within the SEPI state holding company involving former party member Leire Díez, the newspaper added.