Ahmad Sani Yerima oversaw the introduction of Sharia in Zamfara State
Ahmad Sani Yerima, 49, is alleged to have married her at the national mosque in Abuja several weeks ago.
Senators called for the investigation after receiving a petition by protesting women’s groups, who believe Mr Sani has broken the law.
The senator has not spoken publicly about the reports of his marriage.
The BBC’s Caroline Duffield, in Lagos, says Nigeria’s human rights commission has already begun an investigation.
Mr Sani was the governor of Zamfara state, where he oversaw the introduction of Sharia law – for the first time in a northern state – in 1999.
Our correspondent says reports of the marriage – appearing in newspapers – are creating a storm among human rights groups.
The female senators, lawyers and doctors who are protesting say that they fear for the child’s health.
“What we are concerned with is that our minors, the girl child, should be allowed to mature, before going into marriage,” Mma Wokocha, President of the Women’s Medical Association and one of those behind the petition, told the BBC.
“This very evil act should not be seen to be perpetrated by one of our distinguished legislators … that is what we are saying.”
The senator is reported to have paid a dowry of $100,000 (£66,000) to the child’s parents – and to have brought the girl into Nigeria from Egypt.
The women’s groups want Mr Sani to be taken to court, to face a fine and a jail sentence.
Our reporter says the whereabouts of the teenager are unknown – and it is not clear whether she has any parent or guardian with her.
Newspaper reports have also accused the senator of having previously married a 15-year-old girl in 2006.
The investigation is to be carried out by a Senate committee.