China opens probe into Taiwan lawmaker for 'separatist activities'
Shen is an outspoken member of the ruling Democratic Progressive Party (DPP), which advocates for Taiwan's sovereignty.
That has previously brought him into the crosshairs of Beijing, which considers Taiwan part of its own territory and has not ruled out using force to bring the self-ruled democratic island under its control.
China imposed sanctions on Shen a year ago, barring him from entering mainland China or the special administrative regions of Macau and Hong Kong.
On Tuesday, the public security bureau of southwestern Chongqing said it had "decided to open a case for investigation" into Shen and will "pursue his criminal responsibility in accordance with the law".
Shen said that while he had been sanctioned before, it was "different this time".
"These sanctions were initiated by local public security bureaus and directly invoke criminal law and national security law for so-called 'investigations'," he added.
"They now have a very real opportunity to make arrests extraterritorially in the future," Shen said, referring to Chinese authorities.
China said on Tuesday it would "firmly crack down" on Shen's activities including the establishment of the Kuma Academy, a civil-defence training organisation.
The group aims to prepare ordinary citizens for war and "increase determination to defend and resist invaders, ultimately building a protective shield for our country", according to its website.
Last October, Beijing's Taiwan affairs office said that Shen's family members will face similar entry bans and any businesses affiliated with them will be barred from "seeking profit" in China.
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