The Las Vegas Review-Journal reported Thursday that the Massachusetts Gaming Commission's probe began in January.
It was spurred by media reports that Wynn allegedly engaged in sexual misconduct with female employees when he was a company executive.
Wynn resigned as chairman and CEO of Wynn Resorts in February and the company renamed its casino from Wynn Boston Harbor to Encore Boston Harbor after sexual misconduct allegations surfaced against him.
Wynn has denied the allegations.
The suit was filed Wednesday in Nevada's Clark County District Court.
It says the commission's report contains or relies on Wynn's attorney-client privileged communications.
The Massachusetts Gaming Commission said it would fight the lawsuit.
Information from: Las Vegas Review-Journal, http://www.lvrj.com
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