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CBC News reported on Monday that the RCMP believe "the existence of such documentation may potentially be evidence of criminal wrongdoing by others."
The Nov. 1 letter by Supt. Biage Carrese from the RCMP National Division was obtained by CBC News on Monday and subsequently released publicly by Duffy on Tuesday.
Of particular interest to the Mounties are Duffy's allegations in the Senate last week that his initial story about repaying his disputed expenses by taking out an RBC loan was fabricated by senior advisers to the prime minister.
"Emails from the PMO specifically relating to a script for Senator Duffy to follow in advance of obtaining funds from a RBC loan to repay the Receiver General" may be material to the RCMP's investigation, Carrese said in the letter.
A spokesperson for Harper said the PMO is working with the RCMP.
"We have received no such letter from the RCMP. As we have already stated, we are actively assisting the RCMP in their investigation," Jason MacDonald said in an email.